多通道最优和自校正去卷估值器

Multichannel Optimal and Self-Tuning Deconvolution Estimators

中文关键词  去卷  输入估计  多变量ARMA输入信号  有色观测器  最优和自校正去卷

英文关键词  deconvolution  input estimation  multivariable ARMA input signals  coloured observation noise  optimal and self-tuning deconvolution estimators

中文摘要

      基于白噪声估计理论，对于通过带有色观测噪声的线性系统被观测的多变量ARMA输入信号，本文提出了最优和自校正去卷新方法，可统一处理去卷滤波、预报和平滑问题，可处理非平稳ARMA输入信号及不稳定和/或非最小相位系统。仿真例子说明了其有效性。

英文摘要

      Based on white noise estimation theory, this paper presents a new method of optimal and self-tuning deconvolution for multivariable ARMA input signal observed through a linear system with the coloured observation noise, which can handle the deconvolution filtering, prediction and smoothing problems is the unified framework, and can handle the nonstationary ARMA input signals, instable and / or nonminimum phase systems. A simulation example shows its usefulness.