A method for MISO systems identification using third-order cumulants

The paper introduces a method for identification of MISO systems with finite impulse responses (MA) using third-order cumulants. The method was derived from the well known C(q,k) formula for the SISO systems (Giannakis 1987), which works for the MA models only. The necessary condition of our method is, that all transfer channels h/sub r/(n) are of different order q/sub r/ and that input white noises are spatially uncorrelated. The variance analysis computing the third-order cumulant of the output signal for the superimposed systems is discussed as well. Simulation confirms that under the necessary conditions the method works well, but the variance of identification results of the subsequent channel response grows and very long output signals have to be applied for circulation of the third-order cumulants of the output signal in MISO systems.