Blind identification of second order Hammerstein series
Signal Processing
Time series nonlinearity modeling: a Giannakis formula type approach
Signal Processing - Special section: Hans Wilhelm Schüßler celebrates his 75th birthday
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Quadratic systems appear in various fields of signal processing, in particular in detection and estimation. In this paper, we establish some conditions to determine the order and identify the coefficients of any discrete and finite extent quadratic system driven by a sequence of independent and identically distributed random variables. The input sequence is assumed unobservable and the conditions are based on some properties of the output cumulant functions up to the third order. Necessary and sufficient conditions ensuring the determination of the order are given. A sufficient condition of uniqueness to recover the parameters is presented. Lastly, some examples are given