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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.
By using the method of modern time series analysis in the time domain, a multi-channel optimal decoiler with ARMA filter is proposed. It requires solving a Diophantine equation that deals with non-stationary input signals and can handle the optimal deconvolution filtering, smoothing and prediction problems uniformly. The simulation example shows its effectiveness.