广义系统新的稳态Kalman滤波器

A New Steady Kalman Filter in General System

应用白噪声估值器基于ARMA新息模型，得出广义系统的稳态最优Kalman滤波器，具有统一的新息成形滤波器的优点。仿真例子证明了方法的有效性。

By use of the white noise estimator based or ARMA new information model, the authors give the steady optimal kalman filter in general system, this filter has the advantage of unified filter formed by new information. The examples shows the effict of this method.