M.F. Cowlishaw
IBM Systems Journal
This correspondence addresses the problem of estimating a multivariate linear system from its output when the input is an unobservable sequence of random vectors with finite-alphabet distribution. By explicitly utilizing the finite-alphabet property, an estimation method is proposed under the traditional inverse filtering paradigm as a generalization of a univariate method that has been studied recently. Identifiability of multivariate systems by the proposed method is proved mathematically under very mild conditions that can be satisfied even if the input is nonstationary and has both cross-channel and serial statistical dependencies. Statistical super-efficiency in estimating both parametric and nonparametric systems is also established for an alphabet-based cost function.
M.F. Cowlishaw
IBM Systems Journal
Frank R. Libsch, S.C. Lien
IBM J. Res. Dev
B.K. Boguraev, Mary S. Neff
HICSS 2000
György E. Révész
Theoretical Computer Science