Impulse response recovery of linear systems through weighted cumulant slices
نویسندگان
چکیده
Identifiability of the so-called w-slice algorithm is proven for ARMA linear systems. Although proofs were developed in the past for the simpler cases of MA and AR models [2][6], they were not extendible to general exponential linear systems. The results presented in this paper demonstrate a unique feature of the w-slice method which is unbiasedness and consistency when order is overdetermined, regardless of the IIR or FIR nature of the underlying system, and numerical robustness.
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ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 44 شماره
صفحات -
تاریخ انتشار 1996