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ARMA modeling of fourth-order cumulants and phase estimation (1988)

Nikias, Chrysostomos L. ; Pan, Renlong

Springer

Circuits, systems and signal processing 7 (1988), S. 291-325

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ISSN: 1531-5878

Source: Springer Online Journal Archives 1860-2000

Topics: Electrical Engineering, Measurement and Control Technology

Notes: Abstract A new procedure is proposed for ARMA modeling of fourth-order cumulants and trispectrum estimation of non-Gaussian stationary random processes. The new procedure is applied to the identification of nonminimum phase systems for both phase and magnitude response estimation. It is demonstrated by means of comprehensive simulation examples that the ARMA approach exhibits improved performance over conventional trispectrum methods. ARMA model order selection criteria based on fourth-order cumulants are presented and their performance evaluated. The computational complexity of the ARMA and conventional trispectrum methods is also examined. The new procedure does not require knowledge of the non-Gaussian distribution.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01599973

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