System identification using higher order cepstrum

Author

Fei, Gou ; Yu, Ying-lin ; Chow, T.W.S.

Author_Institution

Inst. of Radio Eng. & Autom., South China Univ. of Technol., Guangzhou, China

fYear

1994

fDate

5-9 Dec 1994

Firstpage

813

Lastpage

817

Abstract

This paper presents a algorithm for identification of linear time-invariant nonminimum phase system from only the output data The input is independent identically distributed (i.i.d) non-Gaussian white noise and is unavailable. This approach is based on the idea of evaluating the bicepstrum of third-order cumulant of the observed output data. The minimum and maximum phase components are reconstructed separately. It is flexible enough to be applied on linear AR, MA and ARMA model without a priori knowledge of the type of the model. Simulation results verify the effectiveness of this algorithm for nonminimum phase system identification

Keywords

cepstral analysis; identification; white noise; ARMA model; high-order cepstrum; independent identically distributed non-Gaussian white noise; linear time-invariant nonminimum phase system; maximum-phase components; minimum-phase components; nonminimum-phase system identification; system identification; third-order cumulant bicepstrum; Adaptive filters; Autocorrelation; Cepstral analysis; Cepstrum; Data engineering; Power system modeling; Signal analysis; Signal processing algorithms; System identification; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Industrial Technology, 1994., Proceedings of the IEEE International Conference on

Conference_Location

Guangzhou

Print_ISBN

0-7803-1978-8

Type

conf

DOI

10.1109/ICIT.1994.467026

Filename

467026