A cumulant based algorithm for the identification of input-output quadratic systems
The authors consider the identification of the following quadratic system: NEWLINE\[NEWLINE\begin{multlined} z(n)=\sum_{i=1}^{k_1} a_i z(n-i)+\sum_{i=0}^{k_2} b_i u(n-i) +\sum_{i=1}^{k_3}\sum_{j=1}^{k_3} A_{ij} z(n-i)u(n-j)\cr +\sum_{i=0}^{k_4} \sum_{j=1}^{k_4}B_{ij} u(n-i)u(n-j)+\sum_{i=1}^{k_5}\sum_{j=1}^{k_5} c_{ij}z(n-i)z(n-j),\end{multlined}NEWLINE\]NEWLINE \( y(n)= z(n)+\eta (n),\) where \(u(n)\) and \(y(n)\) are the input and the measured output corrupted by the additive measurement noise \(\eta (n)\), which is a zero mean and independent of \(u(n)\). The input excitation \(u(n)\) is a zero mean white stationary Gaussian stochastic process. They propose an iteration algorithm to estimate the coefficients \(a_i\), \(b_i\), \(A_{ij}, B_{ij}\), and \( C_{ij}\) using input-output cross cumulants up to the fifth order, thus, the identification problem is reduced to the solution of successive triangular linear systems of equations. Simulation studies are presented, and the proposed method is compared with two least squares type identification algorithms. Their cumulant based algorithm is tested with real data produced by a robotic manipulator.
- Blind identification of non-linear quadratic systems using higher order cumulants and non-Gaussian input signals
- Identification of linear systems using input-output cumulants
- Blind identifiability of a quadratic stochastic system
- Blind identifiability of quadratic non-linear systems in higher-order statistics domain
- Stochastic system identification with noisy input using cumulant statistics
- A cumulant based algorithm for the identification of input-output quadratic systems
- A fast recursive least squares adaptive second order Volterra filter and its performance analysis
- Asymptotic theory of mixed time averages and kth-order cyclic-moment and cumulant statistics
- DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1)
- Estimation of the Bispectrum
- scientific article; zbMATH DE number 425777 (Why is no real title available?)
- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
- scientific article; zbMATH DE number 3963031 (Why is no real title available?)
- scientific article; zbMATH DE number 4091328 (Why is no real title available?)
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- scientific article; zbMATH DE number 3790273 (Why is no real title available?)
- scientific article; zbMATH DE number 3253529 (Why is no real title available?)
- Lattice algorithms for recursive least squares adaptive second-order Volterra filtering
- On a Method of Calculation of Semi-Invariants
- On covariance function tests used in system identification
- QR-decomposition based algorithms for adaptive Volterra filtering
- Representations of non-linear systems: the NARMAX model
- Second-order Volterra system identification
- Unbiased recursive identification using model reference adaptive techniques
- Identification of the coefficients in a non-linear time series of the quadratic type
- Quadratic system identification: a statistical framework for the paired-pulse paradigm
- Identification of bilinear systems using differential evolution algorithm
- Heuristic adaptive optimal bounded ellipsoid identification algorithm based on QR decomposition
- Identification of FIR Systems Based on Quantized Output Measurements: A Quadratic Programming-Based Method
- Blind identification of non-linear quadratic systems using higher order cumulants and non-Gaussian input signals
- Blind identifiability of quadratic non-linear systems in higher-order statistics domain
- A cumulant based algorithm for the identification of input-output quadratic systems
This page was built for publication: A cumulant based algorithm for the identification of input-output quadratic systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5960311)
