摘要
应用现代时间序列分析方法，提出了解决多通道Ｗｉｅｎｅｒ滤波问题的ＡＲＭＡ新息滤波器。它由构造ＡＲＭＡ新息模型和解一个Ｄｉｏｐｈａｎｔｉｎｅ方程组成，可统一处理最优滤波、平滑和预报问题，可处理非平稳信号和噪声，并引出一种等价的Ｗｉｅｎｅｒ滤波器。仿真例子说明了其有效性。
Using the modern time series analysis method, an ARMA innovation filter is presented for solving multichannel Wiener filtering problem, which consists of constructing the ARMA innovation model and solving a Diophantine equation. It can handle optimal filtering, smoothing and prediction problems in a unified framework, and can handle nonstationary signals and noises also. It is equivalent to a Wiener filter. A simulation example shows its usefulness.
出处
《控制与决策》
EI
CSCD
北大核心
1998年第2期169-172,共4页
Control and Decision
基金
国家自然科学基金
黑龙江省自然科学基金
关键词
WIENER滤波
ARMA
新息滤波器
滤波
multichannel optimal filtering, Wiener filtering, ARMA innovation filter, Diophantine equation
