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A new identification approach for FIR models

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2 Author(s)
Kueiming Lo ; Dept. of Math. Sci., Tsinghua Univ., Beijing, China ; Wook Hyun Kwon

The identification of stochastic discrete systems disturbed with noise is discussed in this brief. The concept of general prediction error (GPE) criterion is introduced for the time-domain estimate with optimal frequency estimation (OFE) introduced for the frequency-domain estimate. The two estimation methods are combined to form a new identification algorithm, which is called the empirical frequency-domain optimal parameter (EFOP) estimate, for the finite impulse response (FIR) model interfered by noise. The algorithm theoretically provides the global optimum of the model frequency-domain estimate. Some simulation examples are given to illustrate the new identification method.

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Circuits and Systems II: Analog and Digital Signal Processing, IEEE Transactions on  (Volume:49 ,  Issue: 6 )