Blind identification of MIMO FIR systems for colored inputs by HOS based inverse filter criteria and GCD

A novel two-step algorithm is proposed for blind identification (BID) of a discrete-time K-input P-output (P ≥ K and P > 1) finite impulse response system F(z) = (F₁(z), ...,F_K (z)) driven by K stationary nonGaussian inputs which are spatially independent but temporally colored. With each input modelled as a moving-average process with model Bk(z), Chi et al.´s (2003) BID algorithm using higher-order statistics based inverse filter criteria is utilized to estimate the combined system H(z) = (F₁(z)B₁(z),...,F_K(z)B_K(Z)) in the first step. In the second step, Qiu et al.´s (1997) greatest common divisor computation method is employed to obtain F_k(z) and B_k(z) from the estimated H(z). Some simulation results are presented to support the efficacy of the proposed 2-step BID algorithm.