The LTI system used as noise model must be an Ny-by-Ny diagonal system, where Ny = number of outputs. The numerator and

[fyousefi]

The LTI system used as noise model must be an Ny-by-Ny diagonal system, where Ny = number of outputs. The numerator and denominator polynomials corresponding to the diagonal transfer functions SYS(i,i) must be monic, stable and of equal length.