NDLI: Lag-recursive estimation of the average autocorrelation of an arbitrarily time-variant system response

Content Provider	IEEE Xplore Digital Library
Author	Lang Peng Lev-Ari, H.
Copyright Year	2012
Description	Author affiliation: Northeastern University, Electrical and Computer Engineering Department, 360 Huntington Ave, Boston, MA, 02115, USA (Lang Peng; Lev-Ari, H.)
Abstract	Several techniques have been proposed for identifying the impulse response of arbitrarily time-variant systems. The majority of such techniques rely on a statistical characterization of the time-variant impulse response in terms of its average power spectrum or, equivalently, its average autocorrelation. We present here a computationally-efficient lag-recursive method for estimating the desired average autocorrelation over a wide range of lag values, and using only measurements of the input and output signals of the system of interest. Our method involves L sets of $M^{2}$ linear equations each, where L is the number of distinct lag values, and M is the length of the system's impulse response. We rely on two distinct types of lag-recursive shift invariance to reduce the cost of setting up these equations by a factor of $M^{2}$ and the cost of solving them by a factor of M, as compared with a non-structured solution.
Starting Page	353
Ending Page	356
File Size	253962
Page Count	4
File Format	PDF
ISBN	9781467301824
e-ISBN	9781467301817
DOI	10.1109/SSP.2012.6319702
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-08-05
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Correlation Equations Signal processing Estimation Mathematical model Computational efficiency Vectors time-variant system response lag-recursive average autocorrelation
Content Type	Text
Resource Type	Article

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