de Weerd J P, Kap J I
Biol Cybern. 1981;41(3):223-34. doi: 10.1007/BF00340323.
The problem of estimating an unknown transient signal, given an ensemble of waveforms, in which this signal appears as a nonrandom component in the presence of additive noise is considered. This problem is solved by generalizing the method of "a posteriori 'Wiener' filtering". In the new method, the ensemble average is filtered by a time-varying system which is based on estimated time-varying power spectra of signal and noise. The nature of this system, and the computational procedures involved, are discussed in detail. A software package for time-varying filtering is briefly described. Application of the method is illustrated by a simulation example, which also provides a comparison to time-invariant a posteriori "Wiener" filtering.
给定一组波形，其中未知瞬态信号在加性噪声存在的情况下作为非随机分量出现，估计该未知瞬态信号。通过推广“后验‘维纳’滤波”方法解决了这个问题。在新方法中，总体均值由一个时变系统进行滤波，该系统基于信号和噪声的估计时变功率谱。详细讨论了该系统的性质以及所涉及的计算过程。简要描述了一个用于时变滤波的软件包。通过一个仿真示例说明了该方法的应用，该示例还提供了与时不变后验“维纳”滤波的比较。
