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FIR system identification based on subspaces of a higher order cumulant matrix

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2 Author(s)
Srinivas, L. ; Centre for Dev. of Telematics, Bangalore, India ; Hari, K.V.S.

A new linear algebraic approach for identification of a nonminimum phase FIR system of known order using only higher order (>2) cumulants of the output process is proposed. It is first shown that a matrix formed from a set of cumulants of arbitrary order can be expressed as a product of structured matrices. The subspaces of this matrix are then used to obtain the parameters of the FIR system using a set of linear equations. Theoretical analysis and numerical simulation studies are presented to characterize the performance of the proposed methods

Published in:

Signal Processing, IEEE Transactions on  (Volume:44 ,  Issue: 6 )