1. An apparatus, comprising: receiving means for receiving at least two input data signals; extracting means for extracting an interference estimate signal specific to each input data signal; forming means for forming an interference estimate signal covariance matrix; estimating means for estimating, from the covariance matrix, autoregressive parameters of each interference estimate signal with regard to itself and to other interference estimate signals, and covariance parameters between interference estimate signals; and canceling means for canceling interference from the at least two input data signals by finite impulse response filters using the estimated autoregressive and covariance parameters as filter coefficients in the finite impulse response filters.