Abstract：By the modern time series analysis method, based on the AutoRegressive Moving Average(ARMA) innovation model and Lyapunov equation, a mulisensor information fusion Wiener deconvolution filter is presented for single channel ARMA signals. It avoids the Riccati equation and can be applied to design the self-tuning information fusion filter for systems with unknown model parameters and unknown variances. A simulation example shows its effectiveness.
2005, Vol. 27 
