【摘要】 对带有色观测噪声的离散线性系统,本文应用现代时间序列分析方法,基于ARMA新息模型,提出了一种解耦Wiener跟踪滤波新方法,仿真例子说明了本方法的有效性。更多还原

【Abstract】 To deal with the discrete-linear systems with stained observe noises, based on the ARMA innovation model, using modern time-series analysis method, a new Decouple Wiener trace filter method are presented. The simulation example shows the validity of the new algorithm proposed here.更多还原