deconvolution in time?



Hello!
I have a output signal y(k) and a plant P(z). The signal y(k) contains some noise and I know the PSD of the noise. But lets assume that for now that the noise is qhite and the system looks like this:


Y(z)=U(z)P(z)+E(z)

u(k)                      y(k)
---------->[P(z)]-->[+]--->
                     |
               e(k)  |
              -------|

I want to restore the signal u(k) from y(k). I can do this off-line in freq domain, no problem, but I need this on-line. I think I need something related to Wiener filters.

The deconvolution P^(-1)(z) may be unstable, which is the biggest problem for me. I am not worried that it may be no casual.

I read that there are Kalman filter based approaches to this, but I can't find some practical explanation I can understand in reasonable amount of time.

Can somebody give me some reading directions - books, papers. Better papers, because I can download most of them in PDF.

Thanks a lot!


--JS .



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