自校正Kalman滤波、预报、去卷、平滑新方法

A New Approach to Self-Tuning Kalman Filtering,Prediction,Deconvolution and Smoothing

本文用现代时间序列分析方法，提出了基于白噪声估值器和输出预报器解决线性离散定常系统稳态最优和自校正Ｋａｌｍａｎ滤波、预报、平滑问题新方法．此方法可能应用于跟踪系统、信号处理、通讯系统等领域，仿真例子说明了新方法的有效性．

Using the modern tine Series analysis method,based on white noise estimators and output predictors,this paper presents a new approach for solving the sacly-state wtind and Self-tuning Kahan filtering,Prediction and smoothing Probleme of linear discrete time-invadest systems.The new approach can be applied to the traced sys tems,signai Processing and areunication totems.A aimchtion example sbowe its asefulness.