【摘要】 提出了一种成形滤波器的新构造方法 ,并给予了证明 .它适用于已知协方差阵多维随机向量的状态方程建模 ;与传统的方法相比 ,无需对随机信号的协方差函数的功率谱进行分解 ,不受限于协方差函数的功率谱是否为有理式 .最后对实例进行了分析和仿真 .更多还原

【Abstract】 A new method for constructing shaping filters was proposed and proved.It is suitable for making state_space models of a multi_dimensional stochastic vector whose covariance is known.Compared with the traditional method,it does not need disassembling the power spectral densities of stochastic signal covariance and is not bound to if the power spectral densities are rational.At last,two instances were analyzed and simulated.更多还原