Blind Identification in Noisy Environment of Nonminimum Phase Finite Impulse Response (FIR) System Using Higher Order Statistics
Saïd Safi, Abdelouhab Zeroual · Systems Analysis Modelling Simulation · 2003
The problem of estimating the parameters of nonminimum phase (NMP) finite impulse response (FIR) system from the cumulants of output observation corrupted by a Gaussian, or colored Gaussian noise, is considered and an approach based on 3rd order cumulants is presented. The developed approach is tested and compared with a method proposed by Zhang for various models with NMP characteristic and with various value of signal to noise ratio (SNR). To illustrate the theoretical results for a real process, we use the proposed approach to search for a model able to predict (or simulate) the daily insolation measured in Marrakesh, Morocco.