Variance analysis for identification methods using third-order cumulants = Analiza variance za identifikacijske metode na osnovi kumulantov tretjega reda
Korže, Danilo ; Zazula, Damjan
In the paper the identification of MA systems using third-order cumulants is studied for the case of SISO models. Variance analysis calculating the cumulants of the output signal is performed, where ...it is supposed that the input in the system is Bernoulli distributed. The equations which show the variance calculating the cumulant values depending on samples of the impulse response of the unknown system and on the lenght of the output signal were derived. The variance estimation was improved considering the covariance between the random variables representing the partial products calculating the third-order cumulant of the output signal could be used to evaluate the quality and the performance of different identification methods.
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