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dc.contributor.authorRodríguez Fonollosa, José Adrián
dc.contributor.authorVidal Manzano, José
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions
dc.identifier.citationRodríguez Fonollosa, J. A.; Vidal Manzano, J. System identification using a linear combination of cumulant slices. IEEE Transactions on Signal Processing, 1993, vol. 41, núm. 7, p. 2405-2412.
dc.description.abstractIn this paper we develop a new linear approach to identify the parameters of a moving average (MA) model from the statistics of the output. First, we show that, under some constraints, the impulse response of the system can be expressed as a linear combination of cumulant slices. Then, this result is used to obtain a new well-conditioned linear method to estimate the MA parameters of a non-Gaussian process. The proposed method presents several important differences with existing linear approaches. The linear combination of slices used to compute the MA parameters can be constructed from dif- ferent sets of cumulants of different orders, providing a general framework where all the statistics can be combined. Further- more, it is not necessary to use second-order statistics (the autocorrelation slice), and therefore the proposed algorithm still provides consistent estimates in the presence of colored Gaussian noise. Another advantage of the method is that while most linear methods developed so far give totally erroneous estimates if the order is overestimated, the proposed approach does not require a previous estimation of the filter order. The simulation results confirm the good numerical conditioning of the algorithm and the improvement in performance with respect to existing methods.
dc.subjectÀrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal
dc.subject.lcshSignal processing
dc.subject.lcshStatistical analysis
dc.subject.otherColored Gaussian noise
dc.subject.otherCumulant slices
dc.subject.otherImpulse response
dc.subject.otherLinear approach
dc.subject.otherMoving average model
dc.subject.otherNonGaussian process
dc.subject.otherNumerical conditioning
dc.subject.otherOutput statistics
dc.subject.otherParameter estimation
dc.subject.otherSignal processing
dc.subject.otherSpectral analysis
dc.subject.otherStatistical analysis
dc.subject.otherSystem identification
dc.subject.otherFIR systems
dc.titleSystem identification using a linear combination of cumulant slices
dc.subject.lemacProcessament del senyal
dc.subject.lemacSimulació de processos
dc.contributor.groupUniversitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions
dc.description.peerreviewedPeer Reviewed
dc.rights.accessOpen Access

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