Identification of input-output bilinear systems using cumulants

  • Authors:
  • V. Tsoulkas;P. Koukoulas;N. Kalouptsidis

  • Affiliations:
  • Div. of Commun. & Signal Process., Athens Univ.;-;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2001

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Abstract

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