摘要
本文研究了相关噪声中随机信号的Robust因果Wiener滤波问题,讨论了极大极小对策的鞍点解存在的条件及其特点,证明了在一定的条件约束下,对最不利功率谱密度(LFPSD's)构造的Wiener滤波器就是极大极小Robust Wiener滤波器。本文给出了求解LFPSD's的数值方法,并例举了计算机仿真结果。
The robust causal Wiener filtering is considered for the case in which the random signal and noise are correlated. The minimax game and its saddle-point solution are discussed in detail. It is proved that the Wiener filter for the least favorable power spectral densities (LFPSD's) is minimax robust Wiener filter under some conditions. The numerical method to find LFPSD's is proposed. Some examples of computer simulation are given.
出处
《通信学报》
EI
CSCD
北大核心
1989年第2期29-38,85,共11页
Journal on Communications
