Orthogonalization of correlated Gaussian signals for Volterra system identification

1 October 1995

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Signal Processing Letters

Vol. 2 (10) , 188-190
https://doi.org/10.1109/97.466706

Abstract

This article presents a simple method for orthogonalizing correlated Gaussian input signals for identification of truncated Volterra systems of arbitrary order of nonlinearity P and memory length N. The procedure requires a Gram-Schmidt orthogonalizer for a vector containing N elements and some nonlinear processing of the output elements of the Gram-Schmidt processor. However, the nonlinear processors do not depend on the statistics of the input signals and, consequently, are easy to design and implement.

Keywords

This publication has 3 references indexed in Scilit:

Quadratic filters for signal processing
Proceedings of the IEEE, 1992
Adaptive polynomial filters
IEEE Signal Processing Magazine, 1991
Kronecker products and matrix calculus in system theory
IEEE Transactions on Circuits and Systems, 1978