Statistical analysis of space-varying morphological openings with flat structuring elements.
Journal
IEEE Trans. Signal Processing
Journal Volume
44
Journal Issue
4
Pages
1010-1014
Date Issued
1996
Author(s)
Abstract
We consider the problem of identifying a linear time-invariant system from its noisy input/output data. The input and output are assumed to be non-Gaussian while the input and output noises are assumed to be mutually correlated colored and Gaussian. Using third-order cross- and auto-cumulants we extend the well-known Steiglitz-McBride identification method to cumulant domains and show that it is consistent under a certain "third-order" persistency of excitation condition. By comparison the Steiglitz-McBride method is not consistent when either input noise is present or when the output noise is colored. For an empirical assessment we provide simulations that demonstrate the proposed method's usefulness. © 1996 IEEE.
Type
journal article