Authors
Karim Abed-Meraim, Philippe Loubaton, Eric Moulines
Publication date
1997/3
Journal
IEEE transactions on information theory
Volume
43
Issue
2
Pages
499-511
Publisher
IEEE
Description
The problem of blind identification of p-inputs/q-outputs FIR transfer functions is addressed. Existing subspace identification methods derived for p=1 are first reformulated. In particular, the links between the noise subspace of a certain covariance matrix of the output signals (on which subspace methods build on) and certain rational subspaces associated with the transfer function to be identified are elucidated. Based on these relations, we study the behavior of the subspace method in the case where the order of the transfer function is overestimated. Next, an asymptotic performance analysis of this estimation method is carried out. Consistency and asymptotical normality of the estimates is established. A closed-form expression for the asymptotic covariance of the estimates is given. Numerical simulations and investigations are presented to demonstrate the potential of the subspace method. Finally, we take …
Total citations
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Scholar articles
K Abed-Meraim, P Loubaton, E Moulines - IEEE transactions on information theory, 1997