A phase determination method for nonminimum phase ARMA systems by a single cumulant sample

Author

Chi, Chong-Yung ; Kung, Jung-Yuan

Author_Institution

Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsinchu, Taiwan

Volume

41

Issue

2

fYear

1993

fDate

2/1/1993 12:00:00 AM

Firstpage

981

Lastpage

985

Abstract

The authors present a new phase determination method that begins with the same preprocessing by an inverse filter as G.M. Giannakis and J.M. Mendel´s (1986) MP-AP (minimum phase-all pass) decomposition-based methods and then identifies the all-pass filter by maximizing the objective function J given by J.M. Mendel (see Proc. IEEE, vol.79, no.3, p.278, 1991), which only involves a single Mth-order (M⩾3) cumulant of the output signal of the all-pass system considered. Two phase searching algorithms, PSA1 and PSA2, are presented for finding the maximum of J. The former uses exhaustive search and the latter iterative search. PSA2 is preferred to PSA1 since it not only has a much simpler parallel processing structure but is also faster than PSA1. Some simulation results for the case of M=3 with noise-free synthetic data are provided to support the validity of the method

Keywords

all-pass filters; filtering and prediction theory; parallel algorithms; signal processing; all-pass filter; exhaustive search; identification; inverse filter; iterative search; liner time invariant systems; minimum phase-all-pass decomposition; noise-free synthetic data; nonminimum phase ARMA systems; objective function; output signal; parallel processing structure; phase determination method; phase searching algorithms; preprocessing; signal processing; simulation results; single cumulant sample; Area measurement; Biomedical measurements; Biomedical signal processing; Extraterrestrial measurements; Filters; Higher order statistics; Iterative algorithms; Parallel processing; Phase measurement; Radar signal processing; Search methods; Seismic measurements;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.193239

Filename

193239