Title :
Subspace methods for blind identification of SIMO-FIR systems
Author :
Moulines, E. ; Cardoso, J.F. ; Gorokhov, A. ; Loubaton, P.
Author_Institution :
GDR-TDSI, Ecole Nat. Superieure des Telecommun., Paris, France
Abstract :
Blind identification of single-input multiple-output (SIMO) FIR systems based on second order statistics has attracted a lot of research efforts. We focus on subspace estimation procedures, which exploit the structure of the range space of certain matrix-valued statistics constructed by arranging in a prescribed order the covariance coefficients of the observations. General subspace identifiability results are obtained, based on the properties of minimal polynomial bases of rational subspaces. Several subspace estimation procedures are then derived. These estimators are all based on the (possibly weighted) least-square solution of an overdetermined system of linear equations and are thus well-suited for practical implementations
Keywords :
FIR filters; covariance analysis; filtering theory; least squares approximations; matrix algebra; parameter estimation; polynomials; statistical analysis; SIMO-FIR systems; blind identification; covariance coefficients; least-square solution; linear equations; matrix valued statistics; minimal polynomial bases; observations; overdetermined system; range space structure; rational subspaces; second order statistics; single input multiple output systems; subspace estimation; subspace identifiability results; subspace methods; Covariance matrix; Equations; Finite impulse response filter; Information filtering; Information filters; Nonlinear filters; Polynomials; Pulse modulation; Statistics; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
0-7803-3192-3
DOI :
10.1109/ICASSP.1996.547958