Title :
On the identification of nonminimum phase systems from arbitrary slices of output higher-order spectra
Author :
Abeyratne, Udantha R.
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore
fDate :
31 Aug-4 Sep 1998
Abstract :
We propose techniques for nonminimum phase signal restoration from arbitrarily oriented one dimensional slices of their 3rd order spectra (bispectra). We show that one oblique, arbitrary slice of the bispectrum carries sufficient information to estimate the impulse response of a complex valued system within a scaling factor and a time shift. We derive identifiability conditions for ARMA systems, and investigate, through Monte Carlo simulations, the statistical performance of the proposed techniques
Keywords :
Monte Carlo methods; autoregressive moving average processes; higher order statistics; identification; signal restoration; transient response; 3rd order spectra; ARMA systems; Monte Carlo simulations; bispectra; complex valued system; identifiability conditions; impulse response; nonminimum phase signal restoration; nonminimum phase systems identification; oblique arbitrary bispectrum slice; output higher-order spectra; scaling factor; statistical performance; time shift; Cepstrum; Computational complexity; Frequency domain analysis; Gaussian noise; Higher order statistics; Monte Carlo methods; Phase noise; Signal restoration; System identification; White noise;
Conference_Titel :
Industrial Electronics Society, 1998. IECON '98. Proceedings of the 24th Annual Conference of the IEEE
Conference_Location :
Aachen
Print_ISBN :
0-7803-4503-7
DOI :
10.1109/IECON.1998.722852