{"title":"Input-output System Identification In The Presence Of Multiplicative Noise","authors":"A. Swami","doi":"10.1109/SSAP.1994.572485","DOIUrl":null,"url":null,"abstract":"We consider the problem of estimating the parameters of a linear system, when the observed output and the control input are corrupted by multiplicative noise. We show that the classical cross-correlation techniques may be used if the multiplicative noises have non-zero mean; in the zero-mean case, higher-order cross-moments and cumulants must be used. Parametric, non-parametric and adaptive estimators are developed.","PeriodicalId":151571,"journal":{"name":"IEEE Seventh SP Workshop on Statistical Signal and Array Processing","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"1994-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Seventh SP Workshop on Statistical Signal and Array Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SSAP.1994.572485","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
We consider the problem of estimating the parameters of a linear system, when the observed output and the control input are corrupted by multiplicative noise. We show that the classical cross-correlation techniques may be used if the multiplicative noises have non-zero mean; in the zero-mean case, higher-order cross-moments and cumulants must be used. Parametric, non-parametric and adaptive estimators are developed.
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