Impulse response recovery of linear systems through weighted cumulant slice
| Contribuinte(s) |
Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions |
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| Data(s) |
10/05/2012
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| Resumo |
Identifiability of the so-called ω-slice algorithm is proven for ARMA linear systems. Although proofs were developed in the past for the simpler cases of MA and AR models, they were not extendible to general exponential linear systems. The results presented in this paper demonstrate a unique feature of the ω-slice method, which is unbiasedness and consistency when order is overdetermined, regardless of the IIR or FIR nature of the underlying system, and numerical robustness. Peer reviewed |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| Direitos |
Consulteu les condicions d'ús d'aquest document en el repositori original:<a href="http://hdl.handle.net/2117/1557">http://hdl.handle.net/2117/1557</a> |
| Palavras-Chave | #Àrees temàtiques de la UPC::Enginyeria electrònica i telecomunicacions::Processament del senyal #Signal processing #Information theory #ARMA #Autoregressive moving average processes #Blind estimation #Consistency #Estimation theory #General exponential linear system #Higher order statistics #Impulse response recovery #Numerical robustness #ω-slice algorithm #Overdetermined order #Signal reconstruction #Transient response #Processament del senyal #Teoria de la informació |
| Tipo |
info:eu-repo/semantics/article |
