Mixed phase ARMA system identification by bispectrum: a group delay approach

Narasimhan, SV and Reddy, GR and Plotkin, EI and Swamy, MNS (1991) Mixed phase ARMA system identification by bispectrum: a group delay approach. In: International Conference on Acoustics, Speech, and Signal Processing.

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A method of identification of a mixed-phase system driven by a zero mean nonGaussian white noise from its output, by an autoregressive moving-average ARMA model is proposed. This is achieved by relating the bispectrum phase and magnitude to the system group delay functions. The method uses only the bispectrum information and it is applicable for MA, AR, or ARMA systems with either mixed-phase poles, mixed-phase zeros, or both. The identification does not involve any solution of a system of equations and is free from the limitations found in many of the existing methods. Its evaluation for different ARMA terms indicates that its performance is good in terms of root-mean-square which accounts both for bias and variance , since the normalized sum of the sample mean-square error is about 1%

Item Type: Conference or Workshop Item (Paper)
Subjects: AERONAUTICS > Avionics & Aircraft Instrumentation
Depositing User: MS Jayashree S
Date Deposited: 31 Jan 2005
Last Modified: 24 May 2010 04:09
URI: http://nal-ir.nal.res.in/id/eprint/697

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