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

摘要

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.