In this paper, we consider an underlay cognitive radio system where secondary users can coexist with primary users in the same spectrum and region. To guarantee no interference to the primary network, the secondary base station (BS-S) needs to identify the active primary users (PUs) and to have a perfect or partial knowledge of the PU channels. For this aim, we assume that the BS-S is equipped with multiple antennas and not have any prior information about the channel from the PUs. We assume also that each PU uses a randomly rotated constellation for each transmitted symbol. Based on the received signals at the BS-S antennas, we propose a very efficient and reliable method for a blind identification of active primary users, without any energy or radio resource losses. Numerical results demonstrate the advantages of the proposed method.