Deconvolution of noisy transient signals: A Kalman filtering application

The deconvolution of transient signals from noisy measurements is a common problem occuring in various tests at Lawrence Livermore National Laboratory. The transient deconvolution problem places atypical constraints on algorithms presently available. The Schmidt-Kalman filter, a time-varying, tunable predictor, is designed using a piecewise constant model of the transient input signal. A simulation is developed to test the algorithm for various input signal bandwidths and different signal-to-noise ratios for the input and output sequences. The algorithm performance is reasonable.