Cumulant based identification approaches for nonminimum phase FIR systems

Date
1993
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Source Title
IEEE Transactions on Signal Processing
Print ISSN
1053-587X
Electronic ISSN
Publisher
IEEE
Volume
41
Issue
4
Pages
1576 - 1588
Language
English
Type
Article
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Abstract

In this paper, recursive and least squares methods for identification of nonminimum phase linear time-invariant (NMP-LTI) FIR systems are developed. The methods utilize the second- and third-order cumulants of the output of the FIR system whose input is an independent, identically distributed (i.i.d.) non-Gaussian process. Since knowledge of the system order is of utmost importance to many system identification algorithms, new procedures for determining the order of an FIR system using only the output cumulants are also presented. To illustrate the effectiveness of our methods, various simulation examples are presented.

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Keywords
Algorithms, Computer simulation, Least squares approximations, Cumulant based identification, Identification, Linear time-invariant FIR systems, Nonominimum phase FIR systems, Digital filters
Citation
Published Version (Please cite this version)