Title :
An estimation of non-minimum phase ARMA model using 2nd and 3rd order cumulants
Author :
Nitta, Takao ; Hamada, Nozomu
Author_Institution :
Dept. of Electr. Eng., Keio Univ., Yokohama, Japan
Abstract :
The identification problem of non-minimum phase (NMP) systems by 2nd and 3rd order cumulants calculated from output sequences is addressed. The authors model the NMP system as an ARMA rational function whose orders are known, and the input of the system is unobservable, non-Gaussian white noise. The approach is simulated when zero-mean Gaussian white noise is added to the observation signal and the model order is mismatched
Keywords :
observability; parameter estimation; signal processing; time series; ARMA model; identification problem; model estimation; nonGaussian white noise; nonminimum phase system; observation signal; output sequences; second order cumulants; third order cumulants; zero-mean Gaussian white noise; Autocorrelation; Data processing; Equalizers; Fourier transforms; Phase estimation; Poles and zeros; Probability density function; Random processes; Stochastic systems; White noise;
Conference_Titel :
Circuits and Systems, 1991., IEEE International Sympoisum on
Print_ISBN :
0-7803-0050-5
DOI :
10.1109/ISCAS.1991.176147
