Wiener filters for systems with MA coloured noises
Zili Deng · Journal of Natural Science of Heilongjiang University · 1999
Based on the autoregressive moving average (ARMA) innovation model and white noise estimation theory ,simple Wiener deconvolution filters and Wiener state fil-ters are pressented for systems with moving average(MA) coloured noised, respectively,which avoid the sloution of the Diophantine equations ,and which can handle the fil-tering, smoothing and prediction problems in a unified frameworke.