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该文考虑用带有噪声输出数据的累计量实现对非最小相位FIR系统的参数辨识问题。提出一个新的基于高阶累计量的方法。其特点如下,(1)灵活性:采用了两个任意阶次相邻的输出累计量;(2)线性:方法的表达式相对于未各量为线性。这不同于其它一些已存在的算法,因而,避免了额外的滞后处理,可提高参数估计的准确性。本文在ARMA高斯噪声及三种实际噪声情况下,做了大量的实验。结果表明,本文提出的算法不仅能有效地完成参 相似文献
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针对相干分布式非圆信号参数估计算法在脉冲噪声环境下性能退化的问题,本文提出了广义复相关熵的概念,并给出了基于广义复相关熵的相干分布式非圆信号DOA(Direction of Arrival)估计方法。该算法首先由分布式信源模型获得入射信号的阵列输出信号,利用信号的非圆特性得到扩展阵列输出信号,再通过扩展阵列输出信号的广义复相关熵矩阵获取信号子空间,避开了传统二阶统计量算法在脉冲噪声下不适应的问题,最后由信号子空间旋转不变特性得到信号的中心波达方向角度。仿真实验结果表明,在Alpha稳定分布噪声条件下,与传统算法相比,本文所提算法具有更好的性能。 相似文献
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针对冲击噪声下因接收信号二阶及以上矩不存在而产生性能恶化的问题,提出一种基于QR分解和鲁棒性主成分分析法(QR-RPCA)的双基地多输入多输出(MIMO)雷达参数估计方法。针对RPCA算法适用于实数矩阵处理的情况,先将复数信号转化为实数;然后根据冲击噪声的稀疏特点与目标信号矩阵的低秩特点,利用QR-RPCA算法将低秩信号矩阵从受冲击噪声污染的接收信号中提取出来,并直接得到信号子空间,该算法避免了传统RPCA算法中的大规模奇异值分解,时间复杂度有所降低;最后根据信号子空间并利用旋转不变信号参数估计技术(ESPRIT)对目标方位进行估计。理论与仿真表明,本文算法相较于其他消除冲击噪声的算法,对于低特征指数的冲击噪声具有更好的估计性能。 相似文献
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脉冲噪声环境下的自适应时间延迟估计新方法 总被引:1,自引:0,他引:1
基于自适应分数低阶协方差(AFLC)的时间延迟估计方法在脉冲噪声环境下具有良好的韧性,但是算法中参数a和b的取值对于算法的估计精度有一定的影响。针对信号噪声的非平稳特性,该文提出一种动态参数估计方法,并在此基础上提出一种不受约束条件限制的修正的自适应分数低阶协方差(M-AFLC)算法。计算机仿真结果表明,递推参数估计方法在平稳和非平稳噪声环境下都能够很好地工作,M-AFLC算法既保留了AFLC算法的全部优点,又避免了AFLC算法在约束条件不满足时的性能退化。 相似文献
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Wei Li Wan-Chi Siu 《Signal Processing, IEEE Transactions on》2000,48(4):1144-1153
In this paper, we address the problem of identifying the parameters of the nonminimum-phase FIR system from the cumulants of noisy output samples. The system is driven by an unobservable, zero-mean, independent and identically distributed (i.i.d) non-Gaussian signal. The measurement noise may be white Gaussian, colored MA, ARMA Gaussian processes, or even real. For this problem, two novel methods are proposed. The methods are designed by using higher order cumulants with the following advantages. (i) Flexibility: method 1 employs two arbitrary adjacent order cumulants of output, whereas method 2 uses three cumulants of output: two cumulants with arbitrary orders and the other one with an order equal to the summation of the two orders minus one. Because of this flexibility, we can select cumulants with appropriate orders to accommodate different applications. (ii) Linearity: both the formulations in method 1 and method 2 are linear with respect to the unknowns, unlike the existing cumulant-based algorithms. The post-processing is thus avoided. Extensive experiments with ARMA Gaussian and three real noises show that the new algorithms, especially algorithm 1, perform the FIR system identification with higher efficiency and better accuracy as compared with the related algorithms in the literature 相似文献
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MA parameter estimation and cumulant enhancement 总被引:1,自引:0,他引:1
This paper addresses the problem of estimating the parameters of a moving average (MA) model from either only third- or fourth-order cumulants of the noisy observations of the system output. The system is driven by an independent and identically distributed non-Gaussian sequence that is not observed. The unknown model parameters are obtained using a batch least squares method. Recursive methods are also developed and used to claim the uniqueness of the batch least squares solutions. A novel technique for the enhancement of third-order cumulants of MA processes is introduced. This new technique is based on the concept of composite property mappings and helps reduce the variance of the estimates of third- (or fourth)-order cumulants of MA processes. Simulation results are presented that demonstrate the performance of the new methods and compare them with a range of existing techniques 相似文献
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The problem of characterizing the sine-wave components in the output of a polynomial nonlinear system with a cyclostationary random time-series input is investigated. The concept of a pure nth-order sine wave is introduced, and it is shown that pure nth-order sine-wave strengths in the output time-series are given by scaled Fourier coefficients of the polyperiodic temporal cumulant of the input time-series. The higher order moments and cumulants of narrowband spectral components of time-series are defined and then idealized to the case of infinitesimal bandwidth. Such spectral moments and cumulants are shown to be characterized by the Fourier transforms of the temporal moments and cumulants of the time-series. It is established that the temporal and spectral cumulants have certain mathematical and practical advantages over their moment counterparts. To put the contributions of the paper in perspective, a uniquely comprehensive historical survey that traces the development of the ideas of temporal and spectral cumulants from their inception is provided 相似文献
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Alshebeili S.A. Venetsanopoulos A.N. Cetin A.E. 《Signal Processing, IEEE Transactions on》1993,41(4):1576-1588
Recursive and least squares methods for identification of non-minimum-phase linear time-invariant (NMP-LTI) FIR systems are developed. The methods utilize the second- and third-order cumulants of the output of the FIR system whose input is an independent, identically distributed (i.i.d.) non-Gaussian process. Since knowledge of the system order is of utmost importance to many system identification algorithms, new procedures for determining the order of an FIR system using only the output cumulants are also presented. To illustrate the effectiveness of the methods, various simulation examples are presented 相似文献
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In this paper, we address the problem of determining the order of MISO channels by means of a series of hypothesis tests based on scalar statistics. Using estimated 4th-order output cumulants, we exploit the sensitiveness of a Chi-square test statistic to the non-Gaussianity of a stochastic process. This property enables us to detect the order of a linear finite impulse response (FIR) channel. Our approach leads to a new channel order detection method and we provide a performance analysis along with a criterion to establish a decision threshold, according to a desired level of tolerance to false alarm. Afterwards, we introduce the concept of MISO channel nested detectors based on a deflation-type procedure using the 4th-order output cumulants. The nested detector is combined with an estimation algorithm to select the order and estimate the parameters associated with different transmitters composing the MISO channel. By treating successively shorter and shorter channels, it is also possible to determine the number of sources. 相似文献
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Adnan Al-Smadi 《Circuits, Systems, and Signal Processing》2007,26(5):715-731
A new recursive method for estimating the parameters of autoregressive moving average (ARMA) models is presented in this paper.
The recursive linear identification method is developed using higher-order statistics of the observed output data and is
based on a least-squares solution. Namely, a matrix consisting of third-order statistics (or cumulants) of the observed output
data is constructed so that it almost possesses a full rank structure. The signal is embedded in a Gaussian noise that may
be colored. The system is driven by a zero-mean independent and identically distributed non-Gaussian process. The excitation
signal is unobserved. Simulation results are given to illustrate the performance of the proposed algorithm with respect to
existing well-known methods. 相似文献
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In this paper, methods developed for the linear case of identifying the diagonal parameters of quadratic systems are extended to nonlinear case. Firstly, nonlinear relationships between model kernels and output cumulants are presented. Secondly, the relationship linking output cumulants and the coefficients of systems presented in the linear case, is extended to the general case of nonlinear quadratic systems identification. According to this concept, two nonlinear approaches are developed, the first use the fourth-order cumulants, and the second combined the third- and fourth-order cumulants. The numerical simulation results, for various signal to noise ratio (SNR) and 200 Monte Carlo runs, show that the proposed approaches achieve better accuracy, as compared with the related algorithm in the literature. Furthermore, the second algorithm is more precise in high noise environment (smallest \(\mathrm{SNR}=0\) dB), but the first algorithm more efficient in the weak noise environment case (highest SNR \(\ge \) 8 dB) comparing to using others methods. 相似文献
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Cumulants: A powerful tool in signal processing 总被引:9,自引:0,他引:9
《Proceedings of the IEEE. Institute of Electrical and Electronics Engineers》1987,75(9):1333-1334
The impulse response of a linear, time-invariant system is related in a simple closed-form solution to the output cumulants, when the input is assumed to be non-Gaussian and independent. This expression permits the use of one-dimensional processing of the output cumulants for identification of non-minimum-phase systems, and opens new directions in other signal processing applications. 相似文献