Identification of nonminimum phase systems using the second- and third-order statistics

Abstract

The authors present a method for reconstruction of the impulse response of a nonminimum phase, linear, time-invariant (NMP-LTI) system from the second- and third-order statistics of the output sequence. The method is based on computing the complex cepstrum of the unknown impulse response from the power spectrum and a one-dimensional (1D) slice of the bispectrum. This method has the advantages of being independent of the type of the system (MA, AR, ARMA) and its computational complexity is also independent of the order of the utilized spectrum.<>