Fundamental Research on Statistical Modeling of Dynamic or Static Systems

动态或静态系统统计建模的基础研究

• 批准号: 05650398
• 负责人: INOUYE Yujiro
• 金额: $ 1.41万
• 依托单位: Osaka University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for General Scientific Research (C)
• 财政年份: 1993
• 资助国家: 日本
• 起止时间: 1993 至 1994
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-05650398/
• 关键词: System Modeling; System Identification; Multichannel Systems; Statistical Approach; Cumulants; Blind Equalization; 静的システム; 独立信号; ブラインド同定; 波形分離; 波形復元

Recently, with the rapid development of high-speed digital computers, there has been an increasing interest in applying higher-order statistics called cumulants to several modeling problems of dynamic or static systems. In this research, we first proposed a cumulant-based identification method for a discrete-time linear system using the fourth-order cumulants of the imput and output signals, both of which are contaminated by additive colored Gaussian noise. Then, under the assumpytion that the input signal is white, we proposed an estiomation method of parameters of an ARMA model using the third-order or the fourth-order cumulants only of the output signal. We dealt with the problem of identification of multichannel linear systems driven by unobservable colored signals. It was shown that the transfer function matrix of an unknown system is identified up to post-multiplication of a generalized permutation matrix. We also considered the blind equalization problem of multichannel linear systems, and propose a multistage maximization criterion and a single-stage maximization criterion for solving this problem. We derived a necessary and sufficient condition for multichannel blid equalization.

近年来，随着高速数字计算机的迅速发展，将高阶统计量（称为累积量）应用于动态或静态系统的建模问题越来越受到人们的关注。在这项研究中，我们首先提出了一种基于累积量的识别方法的离散时间线性系统使用的输入和输出信号的四阶累积量，这两个都是由加性高斯有色噪声污染。然后，在输入信号为白色的假设下，提出了仅利用输出信号的三阶或四阶累积量估计阿尔马模型参数的方法。研究了由不可观测有色信号驱动的多通道线性系统的辨识问题。结果表明，一个未知系统的传递函数矩阵识别的广义置换矩阵的后乘。我们还考虑了多信道线性系统的盲均衡问题，提出了一种多级最大化准则和一种单级最大化准则来解决这个问题。本文给出了多通道盲均衡的一个充分必要条件。

项目成果

Y.Inouye and Y.Suga: ""Identification of Linear Systems with Noisy Input Using Fourth-Orders Cumulants"" Proc.IEEE Signal Processing Workshop on Higher-Order Statistics. 9-13 (1993)

Y.Inouye 和 Y.Suga：“使用四阶累积量识别具有噪声输入的线性系统”Proc.IEEE 高阶统计信号处理研讨会。

井上雄二郎: "Identification of Linear Systems with Noisy Input Using Input-Output Cumulants" International Journal of Control. (発表予定). (1994)

Yujiro Inoue：“使用输入输出累积量识别具有噪声输入的线性系统”《国际控制杂志》（即将出版）。

Y.Inouye, K.Hirano, and B.Sako: ""Blind Identification of Linear Multi-Input-Multi-Output Systems Driven by Colored Inputs and Applications to Blind Signal Separeation"" (submitted for publication.).

Y.Inouye、K.Hirano 和 B.Sako：“由彩色输入驱动的线性多输入多输出系统的盲识别以及盲信号分离的应用”（已提交出版）。

井上 雄二郎: "Identifiability of Multichannel Linear Systems Driven by Colored Inputs and Its Application to Blind Signal Separeation" Proc,IEEE Int,Sympos on Circuits and Systems. 5. 57-60 (1994)

Yujiro Inoue：“由彩色输入驱动的多通道线性系统的可识别性及其在盲信号分离中的应用”Proc，IEEE Int，电路与系统研讨会 5. 57-60 (1994)。

Lang Tong: "Waveform-Preserving Blind Estimation of Multiple Independent Sources" IEEE Trans.Signal Processing. 41. 2461-2470 (1993)

郎通：“多个独立源的波形保留盲估计”IEEE Trans.Signal 处理。