| 解决多通道Wiener滤波问题的ARMA新息滤波器 |
| |
| 引用本文： | 邓自立 刘伟华. 解决多通道Wiener滤波问题的ARMA新息滤波器[J]. 控制与决策, 1998, 13(2): 169-172 |
| |
| 作者姓名： | 邓自立 刘伟华 |
| |
| 作者单位： | 黑龙江大学应用数学研究所 |
| |
| 基金项目： | 国家自然科学基金,黑龙江省自然科学基金 |
| |
| 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。
|
| 关 键 词： | 多通道最优滤波，Wiener滤波，ARMA新息滤波器，Diophantine方程 |
ARMA Innovation Filter for Solving Multichannel Wiener Filering Problem |
| |
| Deng Zili,Liu Weihua,Shi Ying. ARMA Innovation Filter for Solving Multichannel Wiener Filering Problem[J]. Control and Decision, 1998, 13(2): 169-172 |
| |
| Authors: | Deng Zili Liu Weihua Shi Ying |
| |
| Affiliation: | Heilongjiang University |
| |
| Abstract: | 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. |
| |
| Keywords: | multichannel optimal filtering Wiener filtering ARMA innovation filter Diophantine equation |
| 本文献已被 CNKI 维普 等数据库收录！ |
