An efficient fourth order system identification (FOSI) algorithm utilizing the joint diagonalization procedure

This paper introduces a new linear algebraic method for blind identification of a non-minimum phase FIR system. The proposed approach relies only on stationary fourth order statistics and is based on the "joint diagonalization" of a set of fourth-order cumulant matrices. Its performance is illustrated via some numerical examples. Further this method turns out to overcome the problem of having some zero taps in the system impulse response.