Identification of linear systems using input-output cumulants
作者:
YUJIRO INOUYE,
HIRONOBU TSUCHIYA,
期刊:
International Journal of Control
(Taylor Available online 1991)
卷期:
Volume 53,
issue 6
页码: 1431-1448
ISSN:0020-7179
年代: 1991
DOI:10.1080/00207179108953684
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A new identification method is proposed for estimating the parameters of a discrete-time linear dynamic system excited by non-gaussian inputs usingkth order (k> 2) cumulants of input and output signals contaminated by additive (possibly coloured) gaussian noise. The parameter estimates obtained by this method are proved to be consistent under weak conditions. This method has an on-line algorithm for computing the parameter estimates, just like the least-squares method. A simulation example is included to demonstrate the effectiveness of this method.
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