A matrix-pencil approach to blind separation of colored nonstationary signals

For many signal sources such as speech with distinct, nonwhite power spectr al densities, second-order statistics of the received signal mixture can be exploited for signal separation. Without knowledge on noise correlation ma trix, we propose a simple and yet effective signal extraction method for si gnal source separation under unknown temporally white noise. This new and u nbiased signal extractor is derived from the matrix pencil formed between o utput autocorrelation matrices at different delays, Based on the matrix pen cil, an ESPRIT-type algorithm is derived to get an optimal solution in leas t square sense. Our method is well suited for systems with colored sensor n oises and For nonstationary signals.