Abstract
Novel algorithms are presented for nonparametric input/output identification of systems using kth-order cyclic-polyspectra at known cycles. Errors-in-variables models with generally cyclostationary inputs are considered. The proposed methods for k>or=3 are insensitive to contamination of both input and output data by even cyclostationary Gaussian noise of unknown covariance. Additional insensitivity to different types of input disturbances is delineated. Consistent and asymptotically normal sample cyclic-polyspectrum estimators are used for implementation, and simulations illustrate the proposed algorithms.
Original language | English (US) |
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Title of host publication | 1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 152-155 |
Number of pages | 4 |
ISBN (Electronic) | 0780305086, 9780780305083 |
DOIs | |
State | Published - 1992 |
Externally published | Yes |
Event | 6th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Victoria, Canada Duration: Oct 7 1992 → Oct 9 1992 |
Publication series
Name | 1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings |
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Conference
Conference | 6th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1992 |
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Country/Territory | Canada |
City | Victoria |
Period | 10/7/92 → 10/9/92 |
Bibliographical note
Publisher Copyright:© 1992 IEEE.