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Separability of scalar random multisine signals
Authors:Martin Enqvist [Author vitae]
Affiliation:aDepartment of Electrical Engineering, Linköping University, SE-58183 Linköping, Sweden
Abstract:Random multisines have successfully been used as input signals in many system identification experiments. In this paper, it is shown that scalar random multisine signals with a flat amplitude spectrum are separable of order one. The separability property means that certain conditional expectations are linear and it implies that random multisines can easily be used to obtain accurate estimates of the linear time-invariant part of a Hammerstein system. Furthermore, higher order separability is investigated.
Keywords:System identification   Random multisines   Separable processes   Hammerstein systems
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