动态经济现象的滤波分析策略

Analysis of Dynamic Economic Phenomenon Using filtering Method

对Wiener滤波、LS格型滤波、Kalman滤波在动态经济现象分析中的应用做了比较研究,并对经济系统如何建模以适合于各种滤波方法做出论述.通过验证,在满足上述滤波方法建模条件情况下能很好地和实际经济系统吻合.

The application of the Wiener filter, the LS lattice filter and the Kalman filter in analysis about dynamic economic phenomenon are compared in detail.How to get Modeling methods of economic system which are more suitable for aforementioned fiter are discussed . The result of testing indicates that these filtering methods are efficient.