Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第40回ISCIE「確率システム理論と応用」国際シンポジウム(2008年11月, 京都)
Semi-blind Technique for Non-stationary Noise Cancellation in System Identification
Kenji SugimotoJani Even
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2009 年 2009 巻 p. 24-29

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This paper proposes a method for signal recovery from noisy observation in system identification. From an ICA (Independent Component Analysis) point of view, this method estimates the noise model by resorting the problem to what is called semi-blind deconvolution, and then cancels the noise effect, thereby enabling us to identify the system more accurately. An adaptive (on-line) semi-blind method is described with focus upon the cost function. Numerical example for a spring-mass-damper system illustrates the result.
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© 2009 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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