Fundamental Research on Statistical Modeling of Dynamic or Static Systems
| Project/Area Number |
05650398
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| Research Category |
Grant-in-Aid for General Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Research Field |
計測・制御工学
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| Research Institution | Osaka University |
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Principal Investigator |
INOUYE Yujiro Faculty of Engineering Schience, Department of Systems Engineering, Associate Professor, 基礎工学部, 助教授 (40029533)
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| Project Period (FY) |
1993 – 1994
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| Project Status |
Completed (Fiscal Year 1994)
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| Budget Amount *help |
¥2,200,000 (Direct Cost: ¥2,200,000)
Fiscal Year 1994: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 1993: ¥1,300,000 (Direct Cost: ¥1,300,000)
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| Keywords | 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 |
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| Research Abstract |
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.
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Report
(3 results)
Research Products
(24 results)
