FIR system identification using a linear combination of cumulants

Author

Fonollosa, José A R ; Vidal, Josep ; Moreno, Asunción

Author_Institution

ETSE Telecommun., Univ. Politecnica de Catalunya, Barcelona, Spain

Volume

5

fYear

1992

fDate

23-26 Mar 1992

Firstpage

473

Abstract

A general linear approach to identifying the parameters of a moving average (MA) model from the statistics of the output is developed. It is shown that, under some constraints, the impulse response of the system can be expressed as a linear combination of cumulant slices. This result is then used to obtain a new well-conditioned linear method to estimate the MA parameters of a nonGaussian process. The proposed approach does not require a previous estimation of the filter order. Simulation results show improvement in performance with respect to existing methods

Keywords

filtering and prediction theory; linear systems; parameter estimation; spectral analysis; statistical analysis; transient response; FIR system identification; cumulants; general linear approach; higher order statistics; impulse response; moving average model; nonGaussian process; parameter estimation; Additive noise; Autocorrelation; Finite impulse response filter; Gaussian noise; Higher order statistics; Linear systems; Noise measurement; Parameter estimation; Pollution measurement; System identification;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on

Conference_Location

San Francisco, CA

ISSN

1520-6149

Print_ISBN

0-7803-0532-9

Type

conf

DOI

10.1109/ICASSP.1992.226580

Filename

226580