应用Diophantine方程的多通道最优去卷
Multichannel Optimal Deconvolution Using Diophantine Equations
-
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.
-
关键词:
- 多通道最优去卷 /
- Diophantine方程 /
- ARMA新息滤波器 /
- 现代时间序列
Abstract: 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. -
计量
- 文章访问数: 2066
- HTML全文浏览量: 46
- PDF下载量: 929
- 被引次数: 0
下载:
