Blind deconvolution of discrete linear systems

• 成果类型: Article
• 署名作者: Gamboa, F; Gassiat, E
• 署名单位: Universite Paris Saclay
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1964-1981
• 关键词: Adaptive Estimation; stationary

摘要

We study the blind deconvolution problem in the case where the input noise has a finite discrete support and the transfer linear system is not necessarily minimum phase. We propose a new family of estimators built using algebraic considerations. The estimates are consistent under very wide assumptions: The input signal need not be independently distributed; the cardinality of the finite support may be estimated simultaneously. We consider in particular AR systems: In this case, we prove that the estimator of the parameters is perfect a.s. with a finite number of observations.