Blind, MIMO system estimation based on PARAFAC decomposition of higher order output tensors

We present a novel framework for the identification of a multiple-input multiple-output (MIMO) system driven by white, mutually independent unobservable inputs. Samples of the system frequency response are obtained based on parallel factorization (PARAFAC) of three- or four-way tensors constructed based on, respectively, third- or fourth-order cross spectra of the system outputs. The main difficulties in frequency-domain methods are frequency-dependent permutation and filtering ambiguities. We show that the information available in the higher order spectra allows for the ambiguities to be resolved up to a constant scaling and permutation ambiguities and a linear phase ambiguity. Important features of the proposed approach are that it does not require channel length information, needs no. phase unwrapping, and unlike the majority of existing methods, needs no prewhitening of the system outputs.