Researches on a new estimation of colour noise model
YU Ze-peng · Journal of Anhui Institute of Architecture & Industry · 2010
A new model of colour noise was provided.The new model is transformed a known model.Then apply-ing the modern time series analysis method.,the state is showed as non-recursive expression of observed white noise,entered white noise and observation.The obtaining non-recursive estimator is applied to compute the first forecasting estimator,then recursive projection formula is used to obtain unified and steady-state Kalman estimator.