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A Study on the AR Identification of unknown system using Cumulant  

Lim, Seung-Gag (Department of Information and Telecommunication Engineering, Kongju, National University)
Publication Information
Journal of the Institute of Electronics Engineers of Korea TC / v.43, no.2, 2006 , pp. 39-43 More about this Journal
Abstract
This paper deals with the AR Identification of unknown system using cumulant, which is the 3rd order statistics of output signal in the presence of the noise signal. The algorithms for identification of unknown system we applies to the AR identification method using the cumulant which is possible to the guarantees of global convergence and the representation of amplitude and phase information of system among with the method of parametric modeling. In the process of identification, we considered unknown system to the one of AR system. After the generation of input signal, it was being passed through the system then We use the its output signal that the noise is added. As a result of identification of AR system by changing the signal to noise ratio, we get the fairly good results compared to original system output values and confirmed that the pole was located in the unit circle of z transform.
Keywords
Cumulant; AR; Identification; Trispectrum; Parametric Identification;
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