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
Affiliated Institutions
Related Publications
The Resolution of Signals in White, Gaussian Noise
The resolution of two signals of known shapes F1(t) and F2(t) in white Gaussian noise is treated as a problem in statistical decision theory. The observer must decide which of t...
Estimating Mean and Standard Deviation from the Sample Size, Three Quartiles, Minimum, and Maximum
Background: We sometimes want to include in a meta-analysis data from studies where results are presented as medians and ranges or interquartile ranges rather than as means and ...
RKHS approach to detection and estimation problems--I: Deterministic signals in Gaussian noise
First it is shown how the Karhunen-Loève approach to the detection of a deterministic signal can be given a coordinate-free and geometric interpretation in a particular Hilbert ...
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Traditional econometric models assume a constant one-period forecast variance. To generalize this implausible assumption, a new class of stochastic processes called autoregressi...
Bootstrap Methods: Another Look at the Jackknife
We discuss the following problem: given a random sample $\\mathbf{X} = (X_1, X_2, \\cdots, X_n)$ from an unknown probability distribution $F$, estimate the sampling distribution...
Publication Info
- Year
- 1980
- Type
- article
- Volume
- 25
- Issue
- 3
- Pages
- 385-399
- Citations
- 491
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1109/tac.1980.1102343