带有色观测噪声的多变量自校正滤波器和平滑器

MULTIVARIATE SELF-TUNING FILTER ANDSMOOTHER WITH THE COLOUREDOBSERVATION NOISE

应用时间序列分析方法和射影理论,基于观测过程的ARMAX新息模型,对于带有色观测噪声的多变量系统,本文提出了两类自校正滤波器和平滑器,它们分别可应用于语音信号辨识和动态船舶定位。

Using the time series analysis method and projection theory, based on ARMAX innovation models of the observation processes, this paper presents two kinds of self-tuning filter and smoother for multivariable systems with the coloured observation noise, they can be applied to the speech signal identification and the dynamic ship positioning, respectively.