Identification of a linear, time-varying system using the time-varying higher-order statistics

International Conference on Signal Processing Proceedings, ICSP

Volumn 1, Issue , 2002, Pages 243-246

  Al Shoshan, Abdullah I ^a  

^a KING SAUD UNIVERSITY   (Saudi Arabia)

Author keywords

Evolutionary bispectrum; Evolutionary spectrum; Linear time varying sys tems; System identification; Time varying autocorrelation; Time varying cumulants; Time varying sum of cumulants

Indexed keywords

ALGORITHMS; EVOLUTIONARY ALGORITHMS; IDENTIFICATION (CONTROL SYSTEMS); RELIGIOUS BUILDINGS; SIGNAL PROCESSING; TIME VARYING SYSTEMS;

BISPECTRUM; CUMULANTS; EVOLUTIONARY SPECTRUM; LINEAR TIME VARYING; TIME VARYING;

HIGHER ORDER STATISTICS;

EID: 70449395416     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICOSP.2002.1181037     Document Type: Conference Paper

References (9)

1. Al-Shoahan, A. I. and Chaparro, L. F., "Identification of NojI- Rainimum phase systems Using the Evolutionary Spectral Theory, " Signal Processing Journal, Vol, 55, pp. 79-92, 1996-.
2. Boudaoud, M. and Chaparro, L.F., "Composite Modeling of Nonsta- Tionary Signals, " Journal of Franklin Institute, Vol, 324, No. 1, pp. 113-124, August 1987.
3. Grenier, Y., "Time-Dependent ARM A Modeling of Nonstationary Signals, " IEEE Trans Acoustic, Speech, Signal Processing, v 31, No. 4, pp. 899-911, 1983.
4. Huang, N. C- And Aggarwai, J. K., "On Linear Shift-Variant Digital FiltersIEEE Trans, on Circuits and Systems, v 27, No. 8, pp. 672679, August 1980.
5. Luo, L. and Chaparro, L. F. "Parametric Identification of Systems Using A Frequency Slice of the Bispectrumr" ICASSP91, Toronto {Canada)T pp. 3481-3484, 1991.
6. Priestley, M. B., Non-linear and Non-stationary Time Series Analysis, New York, NYsAcademic Press, 1988.
7. Rao, C. R. Ed., Multivariate Analysis: Future Directions, " Bispectral Analysis of Non-Stationary Processes, by M. B. Priestley and M. M. Gabr" (Amsterdam: North-Holand, 1993).
8. Rao, S. T-, "The fitting of Nonstationary Time Series Models with Time-Dependent Parameters, " J. Stat, Soc., Vol. 32, Ser. B, pp. 312322, Mar 1970.
9. Swami, A. and Mendel, J., "ARMA Parameter Estimation Using Only Output CumulantsIEEE Trans, on ASSPt Vol. 38, No. 7, pp. 12571265, July 1990.