Title :
Identification of non-skewed MA processes using a fourth-order cumulant-based approach
Author :
Ruiz, Diego P. ; Blanco, David ; Carrion, Maria C.
Author_Institution :
Dept. de Fisica Aplicada, Granada Univ., Spain
Abstract :
The purpose of this communication is the formulation of three new linear algorithms for blind non-minimum phase MA system identification. These methods have been derived starting from new equations involving system coefficients and q-slices of the k-th order cumulant sequence of the output MA system. In particular, these new algorithms use only fourth-order cumulants, and thus, are especially useful when the driving system noise has a symmetric probability density function and a possible additive Gaussian noisy process contaminates the system output
Keywords :
Gaussian noise; higher order statistics; identification; moving average processes; probability; signal processing; additive Gaussian noisy process; blind non-minimum phase MA system identification; fourth-order cumulant-based approach; k-th order cumulant sequence; linear algorithms; non-skewed MA processes; output MA system; q-slices; signal processing; symmetric probability density function; system coefficients; system noise; system output; Additive noise; Equations; Gaussian noise; Higher order statistics; Physics; Probability density function; Radar applications; Signal processing algorithms; Sonar applications; System identification;
Conference_Titel :
Higher-Order Statistics, 1999. Proceedings of the IEEE Signal Processing Workshop on
Conference_Location :
Caesarea
Print_ISBN :
0-7695-0140-0
DOI :
10.1109/HOST.1999.778725