摘要
基于ＡＲＭＡ新息模型和白噪声估计理论，对带ＭＡ有色噪声系统分别提出了简单的Ｗｉｅｎｅｒ去卷滤波器和Ｗｉｅｎｅｒ状态滤波器，避免了求解Ｄｉｏｐｈａｎｔｉｎｅ方程，且可统一处理滤波、平滑和预报问题．
Based on the autoregressive moving average (ARMA) innovation model and white noise estimation theory ,simple Wiener deconvolution filters and Wiener state fil-ters are pressented for systems with moving average(MA) coloured noised, respectively,which avoid the sloution of the Diophantine equations ,and which can handle the fil-tering, smoothing and prediction problems in a unified frameworke.
出处
《黑龙江大学自然科学学报》
CAS
1999年第4期41-44,50,共5页
Journal of Natural Science of Heilongjiang University
基金
国家自然科学基金!69774019
