Higher-order spectrum factorization with applications

The authors address the problem of modeling a given higher order spectrum as that of the output of a linear time-invariant system driven by a higher order white random signal. This can be posed as a higher order spectrum factorization problem. The authors provide a theorem concerning the existence of such a factorization. A fast algorithm for efficient implementation of the factorization, if it exists, is then proposed. As applications, the authors present the problems of identification of non-minimum-phase linear time-invariant systems and phase reconstruction