| 引用本文: | 张焕水，邓自立.多变量ARMA信号自校正最优去卷平滑估计方法及其渐近稳定性*[J].控制理论与应用,1996,13(4):521~526.[点击复制] |
| ZHANG Huanshui，DENG Zili.Self-Tuning Optimal Deconvolution Smoothing Method for Multivariable ARMA Signal and Its Asymptotic Stability[J].Control Theory and Technology,1996,13(4):521~526.[点击复制] |
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| 多变量ARMA信号自校正最优去卷平滑估计方法及其渐近稳定性* |
| Self-Tuning Optimal Deconvolution Smoothing Method for Multivariable ARMA Signal and Its Asymptotic Stability |
| 摘要点击 768 全文点击 389 投稿时间：1995-01-27 修订日期：1996-02-29 |
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| DOI编号 |
| 1996,13(4):521-526 |
| 中文关键词 多变量 自校正 ARMA 信号平滑估计 稳定性 |
| 英文关键词 multirariable nonstationary self-tuning ARMA signal smoothing estimation stability |
| 基金项目 |
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| 中文摘要 |
| 本文讨论信号去卷估计问题．运用新息理论和射影方法，基于ARMA新息模型设计多变量ARMA信号最优会卷平滑器，讨论了平滑器的渐近稳定性．在信号模型及噪声统计未知时，通过在线辨识ARMA新息模型提出了ARMA信号自校正会卷平滑器． |
| 英文摘要 |
| This paper deals with the signal deconvolution estimation problem. Using the innovation theory，the optimal deconvolution smoother for mutivariable ARMA signal is presented. Also, the stability of the smoother is considered. By identifying ARMA innovation model，the self-tuning estimator is presented while the signal model and noise statistics are unknown. |