Re: deconvolution in time?


"Julian Stoev" <stoev@xxxxxxxxxxxx> wrote in message
news:436afce1$0$41145$14726298@xxxxxxxxxxxxxxxxxx
> 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
Do you know u(k) for some short period (as in equalisation) or is this blind
deconvolution?

McC


.

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