TY - JOUR
T1 - STOCHASTIC REALIZATION OF NON-MINIMUM PHASE SYSTEMS.
AU - Giannakis, Georgios B.
AU - Mendel, Jerry M.
PY - 1986
Y1 - 1986
N2 - A stochastic realization method is presented for linear, time-invariant, nonminimum phase systems when only output data are available. The input sequence need not be independent and identically distributed. It must be non-Gaussian, with some special properties that are described. The method proceeds in two stages: first, a minimum phase system is obtained using second-order statistics of the output; then, an all-pass filter is realized by exploiting higher-order statistics of the innovations. The cascade of the minimum-phase and all-pass systems yields the desired nonminimum phase system.
AB - A stochastic realization method is presented for linear, time-invariant, nonminimum phase systems when only output data are available. The input sequence need not be independent and identically distributed. It must be non-Gaussian, with some special properties that are described. The method proceeds in two stages: first, a minimum phase system is obtained using second-order statistics of the output; then, an all-pass filter is realized by exploiting higher-order statistics of the innovations. The cascade of the minimum-phase and all-pass systems yields the desired nonminimum phase system.
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U2 - 10.23919/acc.1986.4789125
DO - 10.23919/acc.1986.4789125
M3 - Conference article
AN - SCOPUS:0022583233
SN - 0743-1619
SP - 1254
EP - 1259
JO - Proceedings of the American Control Conference
JF - Proceedings of the American Control Conference
ER -