Higher-order spectrum estimation via noncausal autoregressive modeling and deconvolution

A method for nonminimum-phase finite impulse response (FIR) system identification is introduced that is based on noncausal autoregressive (AR) modeling of the third moments of the output data. The magnitude and phase response of the FIR system are expressed in terms of the parameters of a noncausal AR model. The set of AR parameters is obtained by solving an overdetermined linear system of equations that is formed using third-moment estimates of the output data. The performance of the method is illustrated with simulation examples. >

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