稳态Kalman去卷滤波器及其应用

Steady-state Kalman Deconvolution Filter and Its Application

应用现代时间序列分析方法,基于非递推状态估计理论和ARMA新息模型,提出了含多重观测滞后系统的稳态Kalman去卷滤波器,并给出了它在跟踪系统中的仿真应用例子。

Using the modern time series analysis method. based on nonrecursive state estimation theory and ARMA innovation model .this paper presents a steady-state Kalman deconvolution filter for systems with multiple observation delays, and a simulation application example in tracking systems is given.