摘要
应用时域上的现代时间序列分析方法，提出了具有ＡＲＭＡ新息滤波器形式的多通道最优去卷估值器．它要求解一个Ｄｉｏｐｈａｎｔｉｎｅ方程，可处理非平稳输入信号，且可统一处理最优去卷滤波、平滑和预报问题．仿真例子说明了其有效性．
Using the modern time series analysis method, this paper presents the multichannel optimal deconvolution estimators described by the autoregressive moving average (ARMA) innovation filter, which require the solution of a Diophantine equation. They can handle the nonstationary input signals and can handle the optimal deconvolution filtering, smoothing and prediction problems in a unified framework. A simulation example shows their usefulness.
出处
《自动化学报》
EI
CSCD
北大核心
1999年第3期380-383,共4页
Acta Automatica Sinica
基金
国家自然科学基金
关键词
多通道最优去卷
ARMA
时间序列分析
Multichannel optimal deconvolution, diophantine equation, ARMA innovation filter, modern time series.
