Blind identifiability of a quadratic stochastic system

Author

Bondon, Pascal ; Krob, Michel

Author_Institution

Lab. des Signaux et Syst., Ecole Superieure d´´Electr., Gif-sur-Yvette, France

Volume

41

Issue

1

fYear

1995

fDate

1/1/1995 12:00:00 AM

Firstpage

245

Lastpage

254

Abstract

Quadratic systems appear in various fields of signal processing, in particular in detection and estimation. In this paper, we establish some conditions to determine the order and identify the coefficients of any discrete and finite extent quadratic system driven by a sequence of independent and identically distributed random variables. The input sequence is assumed unobservable and the conditions are based on some properties of the output cumulant functions up to the third order. Necessary and sufficient conditions ensuring the determination of the order are given. A sufficient condition of uniqueness to recover the parameters is presented. Lastly, some examples are given

Keywords

higher order statistics; parameter estimation; signal detection; signal processing; stochastic systems; blind identifiability; coefficients; discrete quadratic system; finite extent quadratic system; independent identically distributed random variables; input sequence; necessary conditions; order determination; output cumulant functions; parameters recovery; quadratic stochastic system; signal detection; signal estimation; signal processing; sufficient conditions; Bonding; Gaussian noise; Higher order statistics; Linear systems; Nonlinear systems; Predictive models; Random variables; Signal processing; Stochastic systems; Sufficient conditions;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.370104

Filename

370104