Identification of multichannel MA parameters using higher-order statistics

Abstract The identification of multichannel moving average (MA) parameter matrices { H ( k )} using fourth-order output cumulants is considered. By analyzing the eigenstructures of the cumulant matrices, it is shown that the MA parameters matrices can be identified uniquely up to a post-multiplication of monomial matrices if H (0) does not have columns that are pairwise colinear and H = [ H T (0), …, H T ( L )] T has full column rank. The constructive proof of this condition suggests a possible closed-form identification algorithm.

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