Stochastic Realization of Nonminimum Phase Systems

本研究的目的是解决随机实现问题 对于线性时不变非最小相位系统， 有理传递函数 这个问题包括估计 参数，或等效的极点和零点，自回归 移动平均模型 这项研究的新奇在于 考虑非最小相位模型，即。其中零 在单位圆之外。 两 非最小相位随机实现问题的探讨 系统的建议，预计它们将允许 从输出数据重建振幅和相位信息 只. 随机实现问题的解决方案将提供一个 用于参数谱和多谱估计的方法， 重要的是在这样的应用程序，估计源签名， 声纳和地震数据处理，语音编码，自适应控制和 构造用于通信系统的均衡器。 +

The aim of this research is to solve the stochastic realization problem for linear time-invariant non-minimum phase systems which possess rational transfer functions. This problem consists of estimating the parameters, or equivalently the poles and zeros, of an autoregressive moving average model. The novelty of the research lies in the consideration of non-minimum phase models, ie. those in which the zeros of the underlying discrete system lie outside the unit circle. Two approaches to the stochastic realization problem for non-minimum phase systems are proposed, and it is expected that they will allow the reconstruction of both amplitude and phase information from output data only. Solution of the stochastic realization problem will provide a method for parametric spectral and polyspectral estimation which is important in such applications as estimating the source signature in sonar and seismic data processing, speech coding, adaptive control and constructing equalizers for communication systems. +