deconvolution in time?
- From: Julian Stoev <stoev@xxxxxxxxxxxx>
- Date: Fri, 04 Nov 2005 15:17:02 +0900
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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