ARMA信号的鲁棒自适应去卷滤波器

Robust Adaptive Deconvolution Filter for ARMA Signals

Using the modern time series analysis method, this paper presents a new robust adaptive deconvolution filter for unknown ARMA signal observed through a linear system, which can handle nonstationary ARMA signal and unstable and/or nonminimum phase system. Its characteristic is that autoregressive(AR)parameters of ARMA signal can be identified on-line independently, and unmodeling dynamics caused by the errors of the AR parameter estimation is compensated using the fictitious noise compensating technique. It is robust for the model errors. Simulation example shows its usefulness.