用微机实现线性最佳估计

The Realization of Optimum Linear Estimation with the Microcomputer

在某些实际的场合,所得到的是被附加的白噪声污染的信号。 当噪声的方差已知,且过程是平稳的,应用递推最小方差估计,能够增强信号。在IBM-PC上仿真和在单位机上应用都得到了满意的结果。

In some practical situations, the signal is corrupted by the additional white noise. When the noise variance is known, and it's process is stationary, the signal can be enhanced by use of the recursive least mean-square estimation. This method which has been simulated with IBM-PC and realized on the single-chip microcomputer, gains a satisfactory result.