Blind deconvolution of covariance matrix inverses for autoregressive processes

Nina Golyandina, Anatoly Zhigljavsky

Matrix $\mathbf{C}$ can be blindly deconvoluted if there exist matrices $\mathbf{A}$ and $\mathbf{B}$ such that $\mathbf{C}=\mathbf{A}\ast \mathbf{B}$, where $\ast$ denotes the o…