Wiener滤波器设计新方法

A New Approach to Wiener Filter Design

应用现代时间序列分析方法，基于ＡＲＭＡ新息模型，提出了Ｗｉｅｎｅｒ滤波器设计新方法，它不要求解Ｒｉｃｃａｔｉ方程或Ｄｉｏｐｈａｎｔｉｎｅ方程。仿真例子说明了其有效性。

Using the modem time series analysis method. based on the ARMA inno- vation model a new approach to Wiener filter design is presented. which does not re-quire the solution of the Riccati equation or Diophantine equation. A sumulation ex-ample shows Its usefulness.