DocumentCode :
3569825
Title :
An adaptive super-exponential deflation algorithm for blind deconvolution of MIMO systems using the QR-factorization of matrix algebra
Author :
Kohno, Kiyotaka ; Inouye, Yujiro ; Kawamoto, Mitsuru ; Okamoto, Tetsuya
Author_Institution :
Dept. of Electron & Control Syst. Eng., Shimane Univ., Matsue, Japan
Volume :
3
fYear :
2004
Abstract :
The multichannel blind deconvolution of finite-impulse response (FIR) or infinite-impulse response (IIR) systems is investigated using the multichannel super-exponential deflation methods. We propose a new adaptive approach to the multichannel super-exponential deflation methods using the QR-factorization of matrix algebra and the higher-order cross correlations of the (channel) system and equalizer outputs. In order to see the effectiveness of the proposed approach, many computer simulations are carried out for time-invariant MIMO systems along with time-variant MIMO systems. It is shown through computer simulations that the proposed approach is effective for time-invariant systems, but is not so effective for time-variant systems as we expected in advance.
Keywords :
FIR filters; IIR filters; MIMO systems; adaptive signal processing; blind source separation; correlation theory; deconvolution; filtering theory; matrix decomposition; FIR system; IIR system; MIMO systems; QR factorization; adaptive super exponential deflation algorithm; blind deconvolution; computer simulation; finite impulse response; higher order cross correlation; infinite impulse response; matrix algebra; multichannel super exponential deflation method; time invariant systems; Computer simulation; Control systems; Covariance matrix; Deconvolution; Equalizers; MIMO; Matrices; Signal processing; Systems engineering and theory; Transfer functions;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Circuits and Systems, 2004. MWSCAS '04. The 2004 47th Midwest Symposium on
Print_ISBN :
0-7803-8346-X
Type :
conf
DOI :
10.1109/MWSCAS.2004.1354384
Filename :
1354384
Link To Document :
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