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Optimal deconvolution smoother

 

作者: T.J.Moir,  

 

期刊: IEE Proceedings D (Control Theory and Applications)  (IET Available online 1986)
卷期: Volume 133, issue 1  

页码: 13-18

 

年代: 1986

 

DOI:10.1049/ip-d.1986.0002

 

出版商: IEE

 

数据来源: IET

 

摘要:

The optimal fixed-lag deconvolution smoothing problem is solved in the frequency domain. It is shown how the smoother may be implemented online by using an innovations moving average description, thus avoiding a two-pass algorithm, involving causal and anticausal filtering. The optimal smoother is given in polynomial matrix form, which makes the solution relatively simple to implement.

 

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