A new method for optimal deconvolution

Using an innovation analysis method in the time domain, the problem of optimal input estimation is considered, Two algorithms for calculating optimal deconvolution estimators are presented. A new tool for obtaining the estimators is described. It is based on the projection method and innovation theory. The approach covers input prediction, filtering, and smoothing problems. The solution is also applied to unstable linear systems, disturbances, or input models.

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