Skip to Main Content
This paper is concerned with the problem of estimating the matrix impulse response function of a multiple-input multiple-output system given only the measurements of the vector output of the system. The system is assumed to be driven by a temporally i.d.d. and spatially independent non-Gaussian vector sequence (which is not observed). An iterative, inverse filter criteria based approach is developed using the third-order or the fourth-order normalized cumulants of the inverse filtered data at zero-lag. Stationary points of the proposed cost functions are investigated. The approach is input-iterative, i.e., the inputs are extracted and removed one-by-one. The matrix impulse response is then obtained by cross-correlating the extracted inputs with the observed outputs. Identifiability conditions are analyzed. Computer simulation examples are presented to illustrate the proposed approaches.
Signals, Systems and Computers, 1995. 1995 Conference Record of the Twenty-Ninth Asilomar Conference on (Volume:2 )
Date of Conference: Oct. 30 1995-Nov. 1 1995