Identifiability of multichannel linear systems driven by colored inputs and its application to blind signal separation
Yasushi Inouye, Boubacar Sako · 2002
This paper deals with the problem of identification of multichannel linear systems driven by unobservable colored inputs based on higher-order statistics of the outputs. Let S be the set of scalar stable transfer functions. We define the notion of a generalized permutation matrix (g-matrix) over S and that of a shift matrix (s-matrix). It is shown that the transfer function matrix of an unknown system is identified up to post-multiplication of the product of a g-matrix and a s-matrix. This result is applied to identifying FIR systems for blind signal separation.>