| 基于高阶累积量方法的非高斯非最小相位ARMA模型辨识 |
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| 引用本文： | 李翠萍,谢红卫.基于高阶累积量方法的非高斯非最小相位ARMA模型辨识[J].上海大学学报(自然科学版),2001,7(5):438-441,453. |
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| 作者姓名： | 李翠萍 谢红卫 |
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| 作者单位： | 国防科技大学机电工程与自动化学院 |
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| 摘 要： | 从利用高阶累积量对加性高斯噪声有色中非高斯过程辨识的基本理论出发，对近年来基于高阶统计量方法辨识非高斯、非最小相位ARMA模型的算法进行了分析和综述，阐明了借助高阶统计量方法可以克服传统的基于2阶统计量方法在解决此类问题中的缺陷，有效地解决非高斯、非最小相位系统的辨识问题。
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| 关 键 词： | 高阶累积量 非高斯过程 非最小相位系统 系统辨识 ARMA模型 高斯有色噪声 参数估计 |
| 文章编号： | 1007-2861(2001)05-0438-04 |
Identification of Non-Gaussian and Non-Minimum Phase ARMA Models Based on Higher-Order Cumulants |
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| LI Cui ping,XIE Hong wei.Identification of Non-Gaussian and Non-Minimum Phase ARMA Models Based on Higher-Order Cumulants[J].Journal of Shanghai University(Natural Science),2001,7(5):438-441,453. |
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| Authors: | LI Cui ping XIE Hong wei |
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| Abstract: | This paper begins with the theory of identification of non Gaussian process in additive colored Gaussian noise, then analyses and reviews the cumulant methods to identify non Gaussian and non minimum phase ARMA model, which have been developed during recent years. By means of higher order cumulants, the identification of non Gaussian process and non minimum phase system are effective , which can overcome drawbacks of all the traditional methods based on second order statistics in this area. |
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| Keywords: | higher order cumulants non Gaussian process non minimum phase system system identification ARMA model colored Gaussian noise |
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