SINGLE CHANNL SELF-TUNING WHITE NOISE DECONVOLUTION SMOOTHER

Using the modern time series analysis method,based on the ARMA innovation model,thispaper presents a single channel self-tuning white noise deconvolution smoother with the colored observationnoise;This smoother can handle unstable and nonminimum phase systems containing unknown noise mean,unknown variances and unknown model parameters. It can be applied to many fields including the oil sseismicexploration,communication,signal processing. Asimulation example shows its usefulness.