Optimal and self-tuning deconvolution in time domain

This paper is concerned with both the optimal (minimum mean square error variance) and self-tuning deconvolution problems for discrete-time systems. When the signal model, measurement model, and noise statistics are known, a novel approach for the design of the optimal deconvolution filter, predictor, and smoother is proposed based on projection theory and innovation analysis in the time domain. The estimators are given in terms of an autoregressive moving average (ARMA) innovation model and one unilateral linear polynomial equation, where the ARMA innovation model is obtained by performing one spectral factorization. A self-tuning scheme can be incorporated when the noise statistics, the input model, and/or colored noise model are unknown. The self-tuning estimator is designed by identifying two ARMA innovation models