AN ADAPTIVE IDENTIFICATION ALGORITHM FOR NONMINIMUM PHASE ARMA MODELS

Song Yu; Zhang Xianda; Li Yanda

Volume 19 Issue 2

Mar. 1997

Turn off MathJax

Article Contents

Article Navigation > Journal of Electronics & Information Technology > 1997 > 19(2): 145-151

Song Yu, Zhang Xianda, Li Yanda. AN ADAPTIVE IDENTIFICATION ALGORITHM FOR NONMINIMUM PHASE ARMA MODELS[J]. Journal of Electronics & Information Technology, 1997, 19(2): 145-151.

Citation:

Song Yu, Zhang Xianda, Li Yanda. AN ADAPTIVE IDENTIFICATION ALGORITHM FOR NONMINIMUM PHASE ARMA MODELS[J]. Journal of Electronics & Information Technology, 1997, 19(2): 145-151.

Song Yu, Zhang Xianda, Li Yanda. AN ADAPTIVE IDENTIFICATION ALGORITHM FOR NONMINIMUM PHASE ARMA MODELS[J]. Journal of Electronics & Information Technology, 1997, 19(2): 145-151.

Citation:

Song Yu, Zhang Xianda, Li Yanda. AN ADAPTIVE IDENTIFICATION ALGORITHM FOR NONMINIMUM PHASE ARMA MODELS[J]. Journal of Electronics & Information Technology, 1997, 19(2): 145-151.

PDF( 986 KB)

AN ADAPTIVE IDENTIFICATION ALGORITHM FOR NONMINIMUM PHASE ARMA MODELS

Received Date: 1994-12-05
Rev Recd Date: 1995-07-04
Publish Date: 1997-03-19

Abstract

Abstract

This paper proposes an adaptive identification algorithm for nonminimum phase ARMA models in additive colored Gaussian noise. The model input is assumed to be an i. i. d., non-Gaussian random process. The algorithm utilizes higher-order statistics of the observed signal alone. It estimates the AR and MA parameters successively in each iteration without computing the residual time series. The stochastic gradient method is used in parameter updating. Simulation resutls show the effectiveness of the algorithm.

FullText(HTML)

References(1)

References

Nikias C L, Mendel J M. Signal processing with higher-order spectra[J].IEEE Signal Processing Magazine.1993, 10(3):10-37[2]Mendel J M. Tutorial on higher-order statistics (spectra) in signal processing and system theory:[3]Theoretical results and some applications. Proc[J].IEEE.1991, 79(3):278-305[4]张贤达.现代信号处理.北京:清华大学出版社,1995.[5]Friedlander B, Porat B. Adaptive IIR algorithms based on higher-order statistics. IEEE Trans. on ASSP, 1989, ASSP-37(4): 485-495.[6]Giannakis G B. On the identifiability of non-Gaussian ARMA models using cumulants. IEEE Trans. on AC, 1990, AC-35(1): 18-35.[7]Rosenblatt M, Van Ness J N. Estination of the bispectrum[J].Ann. Math. Stat.1965, 36:1120-1136[8]Arnold S F. Mathematical Statistics. Englewood Cliffs, NJ: Prentice-Hall, 1990, Sec. 7.2.2.[9]Zhang X D, Zhang Y S. FIR system identification using higher-order statistics alone. IEEE Trans. on SP, 1994, SP-42(10): 2854-2858.[10]Luenberger D G. Linear and Nonlinear Programming. 2nd ed., Reading, MA: Addison-Wesley, 1984, Sec. 7.6.

Relative Articles

Supplements(0)

Cited By

Proportional views