An application of the third- and fourth-order cumulants to FIR system identification

Author

Na, Yoon Jeong ; Yun, Jin Seon ; Kim, Sun Yong ; Song, Iickho

Author_Institution

Dept. of Electr. Eng., Korea Adv. Inst. of Sci. & Technol., Seoul, South Korea

fYear

1994

fDate

2-5 Oct 1994

Firstpage

608

Abstract

We present an algorithm for identification of moving average systems using the third- and fourth-order cumulants of noisy observations. The system is driven by an independent and identically distributed non-Gaussian signal which has an asymmetric probability density function, and the Gaussian measurement noise may be either white or colored. The proposed algorithm is more useful than other linear methods when the characteristic of noise is not known or when the signal-to-noise ratio is low

Keywords

Gaussian noise; higher order statistics; moving average processes; parameter estimation; probability; signal processing; transient response; white noise; FIR system identification; Gaussian measurement noise; IID non-Gaussian signal; algorithm; asymmetric probability density function; colored noise; fourth-order cumulants; linear methods; moving average systems; noisy observations; parameter estimation; signal-to-noise ratio; third-order cumulants; white noise; Colored noise; Density functional theory; Equations; Finite impulse response filter; Gaussian noise; Noise measurement; Signal to noise ratio; Sun; System identification; Transforms;

fLanguage

English

Publisher

ieee

Conference_Titel

Military Communications Conference, 1994. MILCOM '94. Conference Record, 1994 IEEE

Conference_Location

Fort Monmouth, NJ

Print_ISBN

0-7803-1828-5

Type

conf

DOI

10.1109/MILCOM.1994.473898

Filename

473898