Title :
Adaptive identification of nonminimum phase ARMA models using higher order cumulants alone
Author :
Zhang, Xian-Da ; Song, Yu ; Li, Yan-Da
Author_Institution :
Dept. of Autom., Tsinghua Univ., Beijing, China
fDate :
5/1/1996 12:00:00 AM
Abstract :
An adaptive identification algorithm for causal nonminimum phase ARMA models in additive colored Gaussian noise is proposed. The algorithm utilizes higher order cumulants of the observed signal alone. It estimates the AR and MA parameters successively in each iteration without computing the residual time series. The steepest descent method is used for parameter updating
Keywords :
Gaussian noise; adaptive estimation; autoregressive moving average processes; higher order statistics; iterative methods; parameter estimation; AR parameter estimation; MA parameter estimation; adaptive identification algorithm; additive colored Gaussian noise; causal nonminimum phase ARMA models; higher order cumulants; iteration; observed signal; parameter updating; steepest descent method; Adaptive filters; Additive noise; Communication channels; Gaussian noise; Higher order statistics; Lattices; Linear systems; Parameter estimation; Recursive estimation; Reflectivity;
Journal_Title :
Signal Processing, IEEE Transactions on
