The invention relates to interference cancellation in a receiver in a radio system. The receiver receives at least two input data signals, and extracts an interference estimate signal specific to each input data signal. An interference estimate signal covariance matrix is calculated, and autoregressive parameters and covariance parameters are estimated from the covariance matrix. Interference is canceled from the at least two input data signals by finite impulse response filters using the estimated parameters as filter coefficients in the finite impulse response filters.