Time series nonlinearity modeling: a Giannakis formula type approach
Signal Processing - Special section: Hans Wilhelm Schüßler celebrates his 75th birthday
A cumulant based algorithm for the identification of input-output quadratic systems
Automatica (Journal of IFAC)
Hi-index | 35.69 |
This paper is concerned with the identification of a discrete input-output bilinear system driven by an independent identically distributed (i.i.d.) stochastic input and corrupted by measurement noise. A novel algorithmic procedure for the direct computation of the unknown model parameters is developed based on crosscumulant information up to third order. Simulations and comparisons with a least squares type identification method are provided