Identification of multiple inputs single output errors-in-variables system using cumulant  

作　　者：Haihui Long Jiankang Zhao 

机构地区：[1]Shanghai Key Laboratory of Navigation and Location Based Services, Shanghai Jiao Tong University

出　　处：《Journal of Systems Engineering and Electronics》2014年第6期921-933,共13页系统工程与电子技术（英文版）

基　　金：supported by the National High Technology Researchand Development Program of China(863 Program)(2012AA121602);the Preliminary Research Program of the General Armament Department of China(51322050202)

摘　　要：A higher-order cumulant-based weighted least square（HOCWLS） and a higher-order cumulant-based iterative least square（HOCILS） are derived for multiple inputs single output（MISO） errors-in-variables（EIV） systems from noisy input/output data. Whether the noises of the input/output of the system are white or colored, the proposed algorithms can be insensitive to these noises and yield unbiased estimates. To realize adaptive parameter estimates, a higher-order cumulant-based recursive least square（HOCRLS） method is also studied. Convergence analysis of the HOCRLS is conducted by using the stochastic process theory and the stochastic martingale theory. It indicates that the parameter estimation error of HOCRLS consistently converges to zero under a generalized persistent excitation condition. The usefulness of the proposed algorithms is assessed through numerical simulations.A higher-order cumulant-based weighted least square（HOCWLS） and a higher-order cumulant-based iterative least square（HOCILS） are derived for multiple inputs single output（MISO） errors-in-variables（EIV） systems from noisy input/output data. Whether the noises of the input/output of the system are white or colored, the proposed algorithms can be insensitive to these noises and yield unbiased estimates. To realize adaptive parameter estimates, a higher-order cumulant-based recursive least square（HOCRLS） method is also studied. Convergence analysis of the HOCRLS is conducted by using the stochastic process theory and the stochastic martingale theory. It indicates that the parameter estimation error of HOCRLS consistently converges to zero under a generalized persistent excitation condition. The usefulness of the proposed algorithms is assessed through numerical simulations.

关 键 词：parameter estimation multiple input systems recur-sive identification higher-order cumulant convergence analysis 

分 类 号：TN919.3[电子电信—通信与信息系统]