-weighted Cumulant Projections: a Novel Tool for System Identiication


We propose a new tool, the-weighted cumulant projection (-WCP), which is an one-dimensional projection of the exponentially weighted n th order cu-mulants of a process. We show that a real, stable and generally nonminimum phase LTI system can be iden-tiied from a single projection, whereas a complex system requires two projections corresponding to two different values of the weight. We develop two methods for system identiication, one based on the complex cepstrum of-WCP and the other based on the Fourier-phase of-WCP. The proposed methods exhibit comparable statistical performance and substantially lower computational complexity compared to existing higher-order spectra based techniques.

Cite this paper

@inproceedings{Abeyratne1995weightedCP, title={-weighted Cumulant Projections: a Novel Tool for System Identiication}, author={Udantha Ranjith Abeyratne and Athina. P. Petropulu}, year={1995} }