Optimal minimum variance estimation for non-linear discrete-time multichannel systems
Optimal minimum variance estimation for non-linear discrete-time multichannel systems
复制标题
DOI：
10.1049/iet-spr.2009.0001
复制
发表时间：
2010-12
影响因子：
1.7
通讯作者：
M. Grimble;S. A. Naz
中科院分区：
文献类型：
--
作者：
M. Grimble;S. A. Naz
描述了一种离散多变量系统的非线性算子估计方法。它涉及对进入包含非线性和传输延迟的通信信道的信号进行推理估计。假设测量结果被与待估计信号相关的彩色噪声信号所破坏。利用非线性算子得到了非线性估计问题的解。信号和噪声通道可能是非常非线性的，并以非常一般的非线性算子形式表示。由此产生的所谓维纳非线性最小方差估计算法相对容易实现。最优非线性估计量是由非线性算子导出的，并且可以用离散时间非线性差分方程的递归算法来实现。在线性系统的极限情况下，估计量具有离散多项式矩阵系统形式的维纳滤波器的形式。设计实例考虑了非线性信道均衡问题。
A non-linear operator approach to estimation in discrete-time multivariable systems is described. It involves inferential estimation of a signal which enters a communication channel that contains non-linearities and transport delays. The measurements are assumed to be corrupted by a coloured noise signal correlated with the signal to be estimated. The solution of the non-linear estimation problem is obtained using non-linear operators. The signal and noise channels may be grossly non-linear and are represented in a very general non-linear operator form. The resulting so-called Wiener non-linear minimum variance estimation algorithm is relatively simple to implement. The optimal non-linear estimator is derived in terms of the non-linear operators and can be implemented as a recursive algorithm using a discrete-time non-linear difference equation. In the limiting case of a linear system, the estimator has the form of a Wiener filter in discrete-time polynomial matrix system form. A non-linear channel equalisation problem is considered for the design example.