Abstract
Presents a method to estimate non-minimum phase AR or ARMA systems based on maximum kurtosis properties. First the spectrally equivalent minimum phase (SEMP) filter is estimated from output statistics, then the kurtosis allows to localise the zeros of the associated transfer function from the zeros of its SEMP filter. Combining kurtosis properties and singular value decomposition (SVD) properties the authors propose a new ARMA orders determination method. On field seismic data they compare the proposed method to Giannakis-Mendel's (1989) algorithm and Tugnait's (1991) algorithms. On field underwater explosions data they present a new results showing the interest of estimating a non-causal AR filter to model the secondary waves. The results obtained on a short length of data (128 samples) confirm the robustness of the proposed method.
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