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HOS-based orthogonal subspace algorithm for causal ARMA system identification
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology.
2000 (English)In: SIGNAL PROCESSING, ISSN 0165-1684, Vol. 80, no 3, 535-542 p.Article in journal (Refereed) Published
Abstract [en]

In this paper a new method, based on subspaces of a cumulant matrix, is proposed for the blind identification of an ARMA system which is driven by white non-Gaussian noise. The relationship between the cumulants and the impulse response is exploited to ar

Place, publisher, year, edition, pages
ELSEVIER SCIENCE BV , 2000. Vol. 80, no 3, 535-542 p.
Keyword [en]
ARMA system identification; higher order statistics; cumulants; orthogonal subspace methods; CUMULANT SLICES
URN: urn:nbn:se:uu:diva-36497OAI: oai:DiVA.org:uu-36497DiVA: diva2:64396
Addresses: Ganesan G, Uppsala Univ, Dept Syst & Control, POB 27, S-75103 Uppsala, Sweden. Uppsala Univ, Dept Syst & Control, S-75103 Uppsala, Sweden.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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