Noisy Data and Impulse Response Estimation

This paper investigates the impulse response estimation of linear time-invariant (LTI) systems when only noisy finite-length input-output data of the system is available. The competing parametric candidates are the least square impulse response estimates of possibly different lengths. It is known th...

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Bibliographic Details
Main Authors: Beheshti, Soosan, Dahleh, Munther A.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers (IEEE) 2012
Online Access:http://hdl.handle.net/1721.1/69891
https://orcid.org/0000-0002-1470-2148