We show that the popular subspace method for identification of multichannel systems can be implemented using particular contractions of higher-order cumulants, in the case of independent, identically distributed (i.i.d.) inputs. The algorithm appears to outperform the traditional correlation-based subspace algorithm in low signal-to-noise-ratio (SNR) and/or correlated noise.
Published in:
Signal Processing Letters, IEEE
(Volume:5
,
Issue:
7
)
Date of Publication: July 1998