摘要
用时域上的现代时间序列分析方法 ,基于 ARMA新息模型和白噪声估值器 ,分别提出了在 ARMA新息滤波器形式下和在 Wiener滤波器形式下的新的渐近稳定的多通道最优去卷滤波器 .它们避免了求解 Diophantine方程 ,可统一处理去卷滤波、平滑和预报问题 .还给出了ARMA新息滤波器和 Wiener去卷滤波器之间的关系 .
With the modern time series analysis method in the time domain and based on the autoregressive moving average (ARMA) innovation model and white noise estimators, new asymptotically stable multichannel optimal deconvolution filters in the ARMA innovation filter form and the Wiener filter form are presented respectively. They avoid the solution of the Diophantine equations, and can handle the deconvolution filtering, smoothing and prediction problems in a unified framework. The relationship between the ARMA innovation filters and Wiener deconvolution filters is also given. A simulation example shows their effectiveness.
出处
《自动化学报》
EI
CSCD
北大核心
2002年第1期19-26,共8页
Acta Automatica Sinica
基金
国家自然科学基金 (697740 1 9)资助
