摘要
用现代时间序列分析方法提出了单输入单输出（ＳＩＳＯ）动态系统的统一的和通用的白噪声估值器。它包括输入白噪声估值器和观测白噪声估值器，可处理非零均值白噪声、相关白噪声、不稳定和非最小相位系统。对于雷达跟踪系统的仿真例子说明了其有效性和可应用性。
Using time series analysis, this paper presents an unified and general white noise estimators for single input-single output (SISO) systems, which include the input white noise estimators and observation white noise estimators, and can handle the correlated white noises with non-zero means, unstable and nonminimum phase systems. A simulation example of radar tracking system shows the usefulness and applicability of the results obtained in this paper.
出处
《自动化学报》
EI
CSCD
北大核心
1995年第5期592-596,共5页
Acta Automatica Sinica
基金
国家自然科学基金
关键词
白噪声估计
白噪声估值器
动态系统
White noise estimation, input white noise estimators, observation white noise extimators,single input-single output systems
