Linear algebraic approaches for (almost) periodic moving average system identification
Ying‐Chang Liang, A.R. Leyman, Xian‐Da Zhang · 2002
This paper addresses the problem of (almost) periodic moving average (APMA) system identification. Two normal equations are established by using time varying higher order cumulants of the measurements, from which two new linear algebraic algorithms are presented for parameter estimation. Simulation examples are given to demonstrate the performance of these new approaches.