HOS-based orthogonal subspace algorithm for causal ARMA system identification

Girish Ganesan

doi:10.1016/S0165-1684(99)00150-4

HOS-based orthogonal subspace algorithm for causal ARMA system identification

2000-03-01

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DOI：10.1016/S0165-1684(99)00150-4

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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 arrive at a relation between a cumulant matrix and a matrix consisting of impulse responses. This will lead to the formulation of a new algorithm for impulse response recovery and hence estimation of the ARMA parameters. The proposed method is shown to do well at low SNR values and when impulse response recovery is the key issue, it is shown to offer reduction in computational complexity. (C) 2000 Elsevier Science B.V. All rights reserved.

Keyword:

ARMA system identification

higher order statistics

cumulants

orthogonal subspace methods

HOS-based orthogonal subspace algorithm for causal ARMA system identification

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