PREDICTION ERROR METHOD FOR 2ND-ORDER BLIND IDENTIFICATION

Blind channel identification methods based on the oversampled channel output are a problem of current theoretical and practical interest. In this paper, we introduce a second-order blind identification techniqu e based on a linear prediction approach. In contrast to eigenstructure -based methods, it will be shown that the linear prediction error meth od is ''robust'' to order overdetermination. An asymptotic performance analysis of the proposed estimation method is carried out, consistenc y and asymptotic normality of the estimates is established. A closed-f orm expression for the asymptotic covariance of the estimates is given . Numerical simulations and investigations are finally presented to de monstrate the potential and the ''robustness'' of the proposed method.