Time-varying polynomial systems approach to multichannel optimal linear filtering

Author

Grimble, M.J.

Author_Institution

Ind. Control Centre, Strathclyde Univ., Glasgow, UK

Volume

2

fYear

1995

fDate

9-12 May 1995

Firstpage

1500

Abstract

A new approach to linear estimation in time-varying discrete muitivariable systems is described. The signal model is taken to be a time-varying vector difference equation which can be expressed in ARMA polynomial system form. An optimal linear filter and predictor is derived in terms of time-dependent polynomial operators and this can also be implemented as a recursive algorithm using difference equations. The system model and filter are particularly relevant in self-tuning filtering applications

Keywords

autoregressive moving average processes; difference equations; filtering theory; multivariable systems; polynomials; prediction theory; recursive estimation; telecommunication channels; time-varying systems; ARMA polynomial system; control problems; difference equations; linear estimation; multichannel optimal linear filtering; optimal linear filter; optimal linear predictor; recursive algorithm; self-tuning filtering applications; time-dependent polynomial operators; time-varying discrete muitivariable systems; time-varying polynomial systems; time-varying vector difference equation; Colored noise; Control systems; Difference equations; Filtering; Maximum likelihood detection; Noise measurement; Nonlinear filters; Polynomials; Signal processing; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on

Conference_Location

Detroit, MI

ISSN

1520-6149

Print_ISBN

0-7803-2431-5

Type

conf

DOI

10.1109/ICASSP.1995.480569

Filename

480569