NON-GAUSSIAN ARMA IDENTIFICATION VIA HIGHER-ORDER CUMULANT

Combining the conceptual breakthrough of minimum entropy deconvolution (MED) with higher order statistics (HOS), we present an extension alg orithm of a two-step procedure to identify nonminimum phase system (NM PS). The fourth order cumulants of the observed data, rather than the innovation sequence, are used to reserve the true zero location of NMP S without deconvolution. The simulation results show the validity of t he proposed algorithm and the difference between the true model and th e spectrally equivalent minimum phase (SEMP) model of the underlying N MPS.