一种两段解耦Wiener滤波设计新方法

A new approach of design two-staged decouple Wiener filters

应用现代时间序列分析方法 ,基于ARMA新息模型和白噪声估值器 ,提出了一种分离随机偏差两段解耦Wiener滤波新方法 ,同两段解耦Kalman滤波理论相比 ,避免了解Riccati方程 ,实现了完全解耦。

Using modern time-series analysis method,based on the autoregressive moving average(ARMA)innovation model and white noise estimators,a new two-stage decoupled Wiener filters are presented for descriptor systems with stochastic bias.Compared to the classical two-stage Kalman filters,the computation of the Riccati is avoided,the complete decouple is gained.The simulation example showed the usefulness of the approach.