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Nonlinear blind identification with three-dimensional tensor analysis. (English) Zbl 1264.93252

Summary: This paper deals with the analysis of a third-order tensor composed of a fourth-order output cumulants used for blind identification of a second-order Volterra-Hammerstein series. It is demonstrated that this nonlinear identification problem can be converted in a multivariable system with multiequations having the form of \(Ax + By = c\). The system may be solved using several methods. Simulation results with the Iterative Alternating Least Squares (IALS) algorithm provide good performances for different signal-to-noise ratio (SNR) levels. Convergence issues using the reversibility analysis of matrices \(A\) and \(B\) are addressed. Comparison results with other existing algorithms are carried out to show the efficiency of the proposed algorithm.

MSC:

93E12 Identification in stochastic control theory
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