Cumulant-based adaptive deconvolution for multichannel tracking

A cumulant-based lattice algorithm for multichannel adaptive filtering is proposed in this paper. Proposed algorithm takes into account the advantages of higer-order statistics, that is, improvement of estimation accuracy, blindness to colored Gaussian noise and the possibility to estimate the nonminimum-phase system etc. Without invoking the Instrumental Variable (IV) method as used in other papers [1], [2], the algorithm is derived directly from the recursive pseudo-inverse matrix. The behavior of the algorithm is illustrated by numerical examples.