Orthogonal Frequency Division Multiplexing (OFDM) has become a popular technique for transmission of signals over wireless channels. In this paper, Multiple-Input Multiple-Output (MIMO) system which uses OFDM is discussed. User signals are divided into parallel streams using OFDM and are transmitted by the antenna array which propagates through the fading channel. The received signals are weighted using the Minimum Variance Distortionless Response (MVDR) where the weights are such that the output signal has minimum variance and the desired signal is not distorted. The parallel weighting scheme for interference cancellation leads to having a faster, reliable and higher capacity system and also results in parallel interference cancellation.