带有色观测噪声的多变量自校正去卷滤波器
MULTIVARIABLE SELF-TUNING DECONVOLUTION FILTER WITH COLOURED OBSERVATION NOISE
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摘要: 本文运用新息理论和射影的方法，通过在线辨识ARMA新息模型提出了多变量非平稳ARMA信号自校正去卷滤波器．Abstract: Using innovation theory and projection methd,based on identification of the ARMA innovation model,this paper presents self-tuning deconvolution filter for multivariable nonstationary ARMA signals.
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