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本文给出了只用高阶累量进行系统辨识的线性公式,运用这组公式进行MA系统辨识时,由于只用到高阶累量,所以对高斯噪声不敏感.我们将本方法与其它线性方法作了比较,并进行了模拟实验,结果表明这种方法效果很好。
In this paper, a linear formula for system identification using only high-order cumulants is given. When using this set of equations for MA system identification, Gaussian noise is not sensitive to Gaussian noise because only high-order cumulants are used. We compare this method with other linear methods and do some simulation experiments. The results show that this method works well.