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Identification of bilinear forms with the kalman filter

Laura Maria Dogariu Silviu Ciochina 1 Constantin Paleologu 1 Jacob Benesty 2 Pablo Piantanida 3 
1 UPB - University Politehnica of Bucharest [Romania]
2 INRS - Institut National de la Recherche Scientifique [Québec]
3 L2S - Laboratoire des signaux et systèmes
Abstract : In this paper, we develop the Kalman filter for the identification of bilinear forms. In this framework, the bilinear term is defined with respect to the impulse responses of a spatiotemporal model, which resembles a multiple-input/single-output system. Recently, the identification of such bilinear forms was addressed in terms of the Wiener filter and conventional adaptive algorithms, i.e., least-mean-square and recursive least-squares. In this work, apart from the derivation of the Kalman filter tailored for the identification of bilinear forms, a simplified (i.e., low complexity) version of the algorithm is also presented. Simulation results support the theoretical findings and indicate the good performance of the proposed solutions.
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https://hal-centralesupelec.archives-ouvertes.fr/hal-01742448
Contributor : Pablo Piantanida Connect in order to contact the contributor
Submitted on : Sunday, March 25, 2018 - 12:02:03 AM
Last modification on : Sunday, June 26, 2022 - 2:26:57 AM

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Laura Maria Dogariu, Silviu Ciochina, Constantin Paleologu, Jacob Benesty, Pablo Piantanida. Identification of bilinear forms with the kalman filter. IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2018), Apr 2018, Calgary, Canada. ⟨10.1109/icassp.2018.8461971⟩. ⟨hal-01742448⟩

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