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Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers (1994)
Pacific Grove, CA, USA
Oct. 31, 1994 to Nov. 2, 1994
ISSN: 1058-6393
ISBN: 0-8186-6405-3
pp: 439-444
A.I. Hashad , Dept. of Electr. & Comput. Eng., Naval Postgraduate Sch., Monterey, CA, USA
C.W. Therrien , Dept. of Electr. & Comput. Eng., Naval Postgraduate Sch., Monterey, CA, USA
ABSTRACT
The discrete Wiener model of nonlinear systems is used to represent discrete stochastic processes. The higher order statistics of the model output are analysed and shown to have properties that greatly reduce the complexity of their computation. An efficient and structured procedure of computing the cumulants of the output of this model is described. Finally, an example of applying these results in nonlinear system identification and random process modeling is presented.<>
INDEX TERMS
stochastic processes, higher order statistics, identification, nonlinear systems, computational complexity, random processes
CITATION

A. Hashad and C. Therrien, "Higher order statistics of the discrete Wiener model for application in nonlinear process modeling and identification," Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers(ACSSC), Pacific Grove, CA, USA, 1995, pp. 439-444.
doi:10.1109/ACSSC.1994.471492
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