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Higher-order spectrum factorization in one and two dimensions with applications in signal modeling and nonminimum phase system identification

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2 Author(s)
Tekalp, A.M. ; Dept. of Electr. Eng., Rochester Univ., NY, USA ; Erdem, A.T.

The problem of modeling a given higher-order spectrum as that of the output of a linear time-invariant (LTI) system driven by a higher-order white random signal is discussed. This can be posed as a higher-order spectrum factorization problem. A theorem is provided to discuss the existence of such a factorization. A fast algorithm for efficient implementation of the higher-order spectrum factorization, if it exists, is then proposed. The results are extended to two dimensions straightforwardly. The relationship of the higher-order spectrum factorization problem to the well-known power spectrum factorization is also discussed. As applications, the problems of identification of nonminimum-phase LTI systems given the higher-order statistics of both input and output processes and phase reconstruction are presented. Experimental results are provided for the one-dimensional case

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Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:37 ,  Issue: 10 )