Blind parametric identification of non-Gaussian FIR systems using higher order cumulants

Abstract

Two approaches are introduced for the identification of linear time-invariant systems when only output data are available. The input sequences are independent and must be non-Gaussian. To estimate the parameters of the system, we use only the fourth-order cumulants of the output, which may be contaminated by an additive, zero mean, Gaussian noise of unknown variance. To measure the performance of the proposed algorithms against existing methods, we compared them with the Zhang's algorithm. Simulations verify an apparent performance of the second algorithm, compared with the first and Zhang's algorithms, in a low signal-to-noise ratio and for small data. The simulation results show that the first algorithm has the same performance compared with Zhang's one. But the second algorithm achieves better performance compared with the first and Zhang is algorithm. For validation purposes, the second algorithm is used to search for a model able to describe and simulate the data set representing the wind speed.