IMPULSE-RESPONSE RECOVERY OF LINEAR-SYSTEMS THROUGH WEIGHTED CUMULANTSLICES

Identifiability of the so-called omega-slice algorithm is proven for A RMA linear systems. Although proofs were del eloped in the past for th e simpler cases of MA and AR models, they were not extendible to gener al exponential linear systems. The results presented in this paper dem onstrate a unique feature of the omega-slice method, which is unbiased ness and consistency when order is overdetermined, regardless of the I IR or FIR nature of the underlying system, and numerical robustness.