【摘要】 运用现代时间序列分析方法,基于ARMA模型和白噪声估值器,对一类控制输入存在不确知性的随机系统,提出了状态输入估计两段解耦Wiener滤波新算法,仿真例子说明了其有效性。更多还原

【Abstract】 Using modern time-series analysis method,based on the autoregressive moving av-erage(ARMA)innovation model and white noise estimators,state-input estimation two stage decoupled Wiener filters are presented for stochastic system s with non-determinate control input.A simulation example shows the validity of the new algorithms .更多还原