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Title:
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System identification through first and second order information from the periodogram
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Author:
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Vázquez Grau, Gregorio; Lagunas Hernandez, Miguel A.
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Other authors:
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Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions; Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions |
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Abstract:
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The use of first- and second-order information in the characterization of linear systems is considered. Consideration is given to the case when this information is not available but some samples are given of a random process which are the result of filtering white noise through the system. The authors examine an approach which, starting from one estimate of the autocorrelation function, gives rise to an ARMA (autoregressive moving-average) model for the system considered. The derivation of the model is achieved from an optimization point of view. |
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Abstract:
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Peer Reviewed |
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Subject(s):
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-Àrees temàtiques de la UPC::Enginyeria de la telecomunicació
-Sound
-Identification
-Linear systems
-So |
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Rights:
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Document type:
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Article - Published version
Conference Object |
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Published by:
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Institute of Electrical and Electronics Engineers (IEEE)
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