Fourier series based nonminimum phase model for statistical signal processing

In this paper, a parametric Fourier series based model (FSBM) for or as an approximation to an arbitrary nonminimum-phase linear time-invariant (LTI) system is proposed for statistical signal processing applications where a model for LTI systems is needed. Based on the FSBM, a (minimum-phase) linear prediction error (LPE) filter for amplitude estimation of the unknown LTI system together with the Cramer-Rao (CR) bounds is presented. Then, an iterative algorithm for obtaining the optimum LPE filter with finite data is presented that is also an approximate maximum-likelihood algorithm when data are Gaussian. Then three iterative algorithms using higher order statistics (HOS) with finite non-Gaussian data are presented to estimate parameters of the FSBM followed by some simulation results as well as some experimental results with real speech data to support the efficacy of the proposed algorithms using the FSBM. Finally, we draw some conclusions.