Abstract

Consider an unknown linear time-invariant system without control, driven by a white noise with known distribution. We are interested in the identification of this system, observing only the output. This problem is well known under the major assumption: the system is minimum (or maximum!) phase, in which the very popular least squares method gives an identification of the system in an autoregressive form. However, we are Interested in the case where the system is nonminimum (nor maximum!) phase, i.e., we want identification of both gain and phase of the system. The literature gives only a negative result: the idenfication of the phase of the system is impossible in the case of a Gaussian driving noise (hence, second-order statistics are irrelevant to our problem). For a large class of other input distributions, we present an identification procedure, and give some numerical results for a concrete case origin of our study: the blind adjustment of a transversal equalizer without any startup period prior to data transmission.

Keywords

Control theory (sociology)Linear systemSystem identificationWhite noiseIdentification (biology)Autoregressive modelComputer scienceLTI system theoryNoise (video)GaussianMinimum phaseMathematicsAutoregressive–moving-average modelAdditive white Gaussian noisePhase (matter)StatisticsTransfer functionEngineeringData modelingControl (management)Artificial intelligence

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1979 The Annals of Statistics 16966 citations

Publication Info

Year
1980
Type
article
Volume
25
Issue
3
Pages
385-399
Citations
491
Access
Closed

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Albert Benveniste, Maurice Goursat, Gabriel Ruget (1980). Robust identification of a nonminimum phase system: Blind adjustment of a linear equalizer in data communications. IEEE Transactions on Automatic Control , 25 (3) , 385-399. https://doi.org/10.1109/tac.1980.1102343

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DOI
10.1109/tac.1980.1102343