A two-step method for nonminimum phase ARMA identification

An identification method to estimate the unknown parameters of a time-invariant, possibly nonminimum-phase ARMA (autoregressive moving average) system with inaccessible input is considered as a two-step procedure. In the first step, a spectrally equivalent minimum-phase system is estimated by using an orthogonal least-squares method. In the second step, D spectrally equivalent ARMA systems are considered, where D is the number of phase realizations. A decision criterion is then applied to determine which phase realization is the correct one