The Best Recursive Filtering Estimation of a Kind of Partially Measurable“ Useful Signal”
Xiao Xiao · Journal of Xi'an Petroleum Institute · 2000
On the basis of filtering theory, the best recursive filtering estimation of a kind of conditional Gaussian spectral generalized stationary random series is discussed. The best linear recursive estimation and its error of the mean square of a partially measurable “useful signal” are studied.It is shown that, the best recursive filtering equation in this paper is very suitable to settling the best estimation of the unmeasurable component of this series based on its measurable component. The result of the study in the paper provides an ideal mathematical treatment method for the further increase of the transmission efficiency of the signal system.