Title :
Toeplitz–Vandermonde Matrix Factorization With Application to Parameter Estimation of Wiener–Hammerstein Systems
Author :
Kibangou, Alain Y. ; Favier, Gérard
Author_Institution :
CNRS-UNSA, Sophia Antipolis
Abstract :
In this letter, we present an algorithm for computing the factors of a matrix bilinear decomposition when the factors are constrained to have a Toeplitz and a Vandermonde structure. The proposed algorithm is constituted by a set of recurrence relations derived when the matrix to be decomposed has at least three columns. This algorithm is then used for estimating nondiagonal coefficients of Volterra kernels associated with a Wiener-Hammerstein system
Keywords :
Toeplitz matrices; matrix decomposition; parameter estimation; Toeplitz-Vandermonde matrix factorization; Volterra kernels; Wiener-Hammerstein system; bilinear decomposition; parameter estimation; Algebra; Convergence; Iterative algorithms; Kernel; Least squares methods; Matrix decomposition; Parameter estimation; Signal processing algorithms; TV; Tensile stress; Bilinear decomposition; Toeplitz matrix; Vandermonde matrix; Volterra models; Wiener–Hammerstein models; parameter estimation;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2006.882101
