Signal Restoration in Linear Systems with Trends. II

摘要

Consideration was given to calculation of the inputs and outputs of a linear system from the observations involving quasipolynomial additive extra terms (trends) with unknown parameters. Formulas to calculate the system signals and trends from the observations of the total perturbed signal were derived. Under the assumption that the signal measurements include additive independent identically distributed random perturbations, the solution corresponds to the maximum likelihood method.