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Proceedings Paper

All-pass identification with modulated cumulant sequences
Author(s): T. Kaiser
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Paper Abstract

Since a nonminimum-phase system can be divided into a minimum-phase system and into an allpass system, the parameters of the minimum-phase part can be estimated with well known algorithms based on second-order statistics, while for the allpass part higher-order statistics are useful. In this article we present a new algorithm for allpass identification, which processes the third-order cumulant (moment) sequence in contrast to known methods in a linear manner. Thus the inherent problems of nonlinear methods--the not-guaranteed global convergence and the high computational costs--can be avoided. The proposed method reduces the allpass parameter estimation problem to the estimation of MA (Moving Average)-parameters by use of the modulated third-order moment sequence. Some simulation results are provided to show that the algorithm works well. In addition we will compare this algorithm to the well known extended Yule-Walker equations based on third-order cumulant (moment) sequences.

Paper Details

Date Published: 22 October 1996
PDF: 14 pages
Proc. SPIE 2846, Advanced Signal Processing Algorithms, Architectures, and Implementations VI, (22 October 1996); doi: 10.1117/12.255447
Show Author Affiliations
T. Kaiser, Gerhard-Mercator-Univ. Duisburg (Germany)

Published in SPIE Proceedings Vol. 2846:
Advanced Signal Processing Algorithms, Architectures, and Implementations VI
Franklin T. Luk, Editor(s)

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