Abstract
This paper discusses the implications of sampling of band-limited stationary analog signals in moving average higher order cumulant (MA HOC) based modeling. It has been reported in the literature that the bispectrum of samples of continuous analog signals cannot be factorised in the manner assumed by almost all HOC-based MA identification methods. In this paper we present a method for 2D prefiltering of the cumulant statistics in order to obtain the cumulants of the linear model. The filtered set of cumulants can then be used for system identification. The paper also presents a modification of cumulant matching methods for the MA modeling of samples of band-limited stationary analog signals.
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