Myopic deconvolution combining Kalman filter and tracking control

P. Sarri, G. Thomas, E. Sekko, P. Neveux
Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181)  
In this paper, we propose a deconvolution method based on discrete-time optimal control. By combining Kalman filtering with optimal control, we state the problem in terms of tracking problem. This leads to solve a set of recurrent equations, including in particular a matrix Riccati equation. We present a method that transforms the solution of these recurrent equations in that of a linear system of equations. Once the linear system has been set up, the deconvolution procedure becomes very fast,
more » ... becomes very fast, and permits on-line deconvolution. It is also possible to use the discrete impulsional response, and perform blind deconvolution. This technique include a L 2 or H 1 optimal filter. Numerical examples illustrate the robustness of the procedure.
doi:10.1109/icassp.1998.681819 dblp:conf/icassp/SarriTSN98 fatcat:wd7nbzdl7nf6ljlduxkq2riyh4