摘要
给出一种新的最优估值理论模型,运用现代时间序列分析方法,基于ARMA信息模型和白噪声估值器,求出状态的非递推估值器,最后得到其统一的、稳态的Kalman估值器。
A new model of optimal estimating theory was provided with the modern- time series analysis method. Through ARMA information model and white noise estimator,the state is showed for obtaining non -recursive estimator, and then the unified and steady -state Kalman estimator is obtained.
出处
《四川文理学院学报》
2008年第2期24-26,共3页
Sichuan University of Arts and Science Journal
