Title:
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Fir system identification using a linear combination of cumulants
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Author:
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Rodríguez Fonollosa, José Adrián; Vidal Manzano, José; Moreno Bilbao, M. Asunción
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Other authors:
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Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions; Universitat Politècnica de Catalunya. VEU - Grup de Tractament de la Parla; Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions |
Abstract:
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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. |
Abstract:
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Peer Reviewed |
Subject(s):
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-Àrees temàtiques de la UPC::Enginyeria de la telecomunicació -Telecommunication -Transient response -Filtering and prediction theory -Linear systems -Parameter estimation -Spectral analysis -Statistical analysis -Telecomunicació |
Rights:
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Document type:
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Article - Published version Conference Object |
Published by:
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. IEEE INT. CONF. ON ACOUSTICS, SPEECH & SIGNAL PROC
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