The Optimal Filter and Estimation of a Kind of the Random Signals of the Unmeasurable Components Based on Its Measurable Components in the Generalized Process
Xiaonan Xiao · Systems Engineering · 2004
The article discusses the problem of the optimal filter and estimation in the signal transmition system. To improve the efficiency of the system's successfully, what is fivst to set up is the multi-dimensional generalized stationary stochastic (sequence) with fraction rational spectral density, and in the process it gets the best linear estimation and mean sgnare analysis for the unmeasurable component according to the measurable random signals. So, the optimal filter and the random signal (estimation) in the generalized process are deeply studied. The result shows that the optimal recursive filtering algorithm, (recursive) filtering and the best linear estimation equation are good for this optimal filter and estimation of the random signal in the generalized process. And a very effective mathematic method is thus developed to improve the efficiency of this (systemforettere.)