1. An interference cancellation unit for a receiver in a communication system, comprising: means for receiving at least two input data signals; means for extracting an interference estimate signal specific to each input data signal; means for forming an interference estimate signal covariance matrix; 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 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.