Blind identification in noisy environment of nonminimum phase finite impulse response (FIR) system using higher order statistics

Authors:
S. Safi;A. Zeroual
Affiliations:
Department of Physics, Faculty of Sciences Semlalia, University Cadi Ayyad, BP 2390, Marrakesh, Morocco;Department of Physics, Faculty of Sciences Semlalia, University Cadi Ayyad, BP 2390, Marrakesh, Morocco
Venue:
Systems Analysis Modelling Simulation
Year:
2003

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Abstract

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.