A. Gorokhov et P. Loubaton, Blind identification of MIMO-FIR systems: A generalized linear prediction approach, SIGNAL PROC, 73(1-2), 1999, pp. 105-124
We address the blind identification of multiple input multiple output (MIMO
) polynomial transfer functions with the number of inputs strictly less tha
n the number of outputs. According to previous results, the knowledge of th
e second-order statistics of the output series allows to reduce the convolu
tive mixture to an instantaneous mixture of the inputs under mild assumptio
ns. Our approach consists of second-order deconvolution via the so-called l
inear prediction approach with the possibility of further instantaneous mix
ture separation. Contrary to the standard linear prediction, we propose a s
tatistically optimal least-squares identification procedure. The latter rev
eals a simple sub-optimal approach characterized by high estimation accurac
y as well as robustness to the model order choice. The statistical inferenc
e about the asymptotic performance of these methods is validated by compute
r simulations. (C) 1999 Elsevier Science B.V. All rights reserved.