Cumulant-based parametric multichannel FIR system identification methods

The least squares and recursive methods for simultaneous identification of four nonminimum phase linear, time-invariant FIR systems are presented. The methods utilize the second- and fourth-order cumulants of outputs of the four FIR systems whose common input is an independent, identically distributed (i.i.d.) non-Gaussian process. The new methods can be extended to the general problem of simultaneous identification of three or more FIR systems with some modifications. To illustrate the effectiveness of these methods, various simulation examples are included.