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Blind and total identification of ARMA mode in higher order cumulants domain

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2 Author(s)
Hong-Zhou Tan ; Dept. of Electron. Eng., City Univ. of Hong Kong, Kowloon, Hong Kong ; Chow, T.W.S.

A novel recursive algorithm for identifying orders and parameters of ARMA models driven by a sequence of nonGaussian random signals is investigated. The input sequence is assumed to be unobservable and the conditions are based on properties of the model output cumulants of the third order. In every cycle of updating the model order, the proposed algorithm minimizes a quadratic cost function to determine the parameters. The novelty of the approach is that the model orders and parameters are all estimated without a priori knowledge; the system is blind. The identification process is said to be total because the model parameters together with the model order are estimated in the same process. Owing to its order-recursive nature, the proposed algorithm requires little computational complexity and exhibits fast convergence behavior. Simulation results verify that Gaussian noises present at the output do not have noticeable effects on the identifiability and the accuracy of estimation

Published in:

Industrial Electronics, IEEE Transactions on  (Volume:46 ,  Issue: 6 )

Date of Publication:

Dec 1999

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