Cumulant-based parametric multichannel FIR system identification methods

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Abstract

In this paper, “least squares” and recursive methods for simultaneous identification of four nonminimum phase linear, time-invariant FIR systems are presented. The methods utilize the second- and fourth-order cumulants of outputs of the four FIR systems of which the common input is an independent, identically distributed (i.i.d.) non-Gaussian process. The new methods can be extended to the general problem of simultaneous identification of three or more FIR systems by choosing the order of the utilized cumulants to be equal to the number of systems. To illustrate the effectiveness of our methods, two simulation examples are included.

Source Title

Journal of the Franklin Institute

Publisher

Elsevier

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Book Title

Keywords

Computer simulation, Distributed parameter control systems, Infrared radiation, Invariance, Least squares approximations, Linear control systems, Optical systems, Recursive functions, Cumulant, Far infrared system, Independent identically distributed non Gaussian process, Optical imaging, Parametric multichannel system identification methods, Phase linear, Identification (control systems)

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Citation

Published Version (Please cite this version)

Language

English