Abstract: Causal AR models can only provide minimum-phase information accurately whereas anti-causal AR models provide maximum-phase information . The parameters of causal and anti-causal AR models are estimated by using third-order cumulant sequences on the same data and properly utilized to obtain non-minimum phase function of signals. The estimated non-minimum phase function can be used as reference-phase function to resolve the true location of signal zeros by minimum square error criterion. The results of computer simulations are included to illustrate the conclusions in the paper.

Key words: phase estimation, non-minimum phase, higher-order statistics, causal AR model, anti-causal AR model