{"title":"存在乘性噪声的输入输出系统辨识","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":"{\"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}","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}
Input-output System Identification In The Presence Of Multiplicative Noise
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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