Adaptive identification of nonminimum phase ARMA models using higher order cumulants alone
Xian‐Da Zhang, Yu Song, Yanda Li · IEEE Transactions on Signal Processing · 1996
An adaptive identification algorithm for causal nonminimum phase ARMA models in additive colored Gaussian noise is proposed. The algorithm utilizes higher order cumulants of the observed signal alone. It estimates the AR and MA parameters successively in each iteration without computing the residual time series. The steepest descent method is used for parameter updating.