非平稳ARMA信号自校正去卷滤波器
Self-Tuning Deconvolution Filter for Nonstationary Arma Signals
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摘要: 本文用现代时间序列分析方法[1],对于通过已知线性系统被观测的未知非平稳ARMA输 入信号,提出了一种新的自校正递推去卷滤波器,它可用ARMA新息滤波器形式表示,适用 于非最小相位和不稳定的线性观测系统.仿真例子说明了其有效性.
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关键词:
- 非平稳ARMA信号 /
- 去卷 /
- 输入估计 /
- 自校正递推去卷滤波器
Abstract: Using the modern time series analysis, this paper presents a new self-tuning recursive deconvolution filter for unknown nonstationary ARMA input signal observed through a known linear system. It can be expressed by an ARMA innovation filter, and can be used to handle the nonminimum phase and unstable observation Systems. A Simulation example shows its effectiveness. -
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