Wiener State Deconvolution Filters
Wiener状态去卷滤波器

Using the modern time series analysis method, based on ARMA innovation model, the Wiener state deconvolution filters are presented for a class of systems with multiple measurement delays and with moving average(MA) coloured measurement noises. They have the asymptotic stability and autoregressive moving average (ARMA) recursive form. They can handle filtering, smoothing and prediction problems in a unified framework, and can be applied to solve the state estimation problem for systems with ARMA coloured measurement noise, and signal Wiener filtering and deconvolution problems. Two simulation examples show their effectiveness.