A new phase determination method for non-minimum phase MA systems

Abstract

The identification problem of time invariant, causal, non-minimum phase MA(q) systems driven by non-Gaussian white noise is considered. It is required to determine the true locations of all zeros, either minimum phase zero or maximum phase zero, of the spectrally equivalent minimum phase (SEMP) system of an unknown MA(q) system after zeros of the SEMP are found by using the second-order statistics. In this paper, we propose a new scheme which can determine phases of all zeros with computational burden proportional to q but not to 2(q). It determines the phases by using new phase determination criteria which are defined based on high-order cumulants. Furthermore, it has been shown that the proposed method guarantees the true solution if high-order cumulants are estimated exactly.