Impulse response recovery of linear systems through weighted cumulant slice

Abstract

Identifiability of the so-called ω-slice algorithm is proven for ARMA linear systems. Although proofs were developed in the past for the simpler cases of MA and AR models, they were not extendible to general exponential linear systems. The results presented in this paper demonstrate a unique feature of the ω-slice method, which is unbiasedness and consistency when order is overdetermined, regardless of the IIR or FIR nature of the underlying system, and numerical robustness.