| 多变量自校正滤波器和平滑器 |
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| 引用本文： | 邓自立.多变量自校正滤波器和平滑器[J].自动化学报,1981,7(4):283-293. |
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| 作者姓名： | 邓自立 |
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| 作者单位： | 1.黑龙江大学 |
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| 摘 要： | 本文用状态空间方法提出了多变量自回归滑动平均(ARMA)过程的自校正滤波器,运用
时间序列分析方法,提出了多变量ARMA过程的自校正滤波器和自校正平滑器,并且用这两
种方法提出的自校正滤波器是一致的,推广了对于单变量ARMA过程的Hagander和Wittenmark
的结果3].
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A Multivariable Self-tuning Filter and Smoother |
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| Deng Zili.A Multivariable Self-tuning Filter and Smoother[J].Acta Automatica Sinica,1981,7(4):283-293. |
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| Authors: | Deng Zili |
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| Affiliation: | 1.Heilongjiang University |
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| Abstract: | This paper presents a multivariable self-tuning filter and smoother for multivariable
autoregressive-moving average model using the state space method and the time
series analysis method, the correspondent results proposed by Hagander and Wittenmark3]
for univariate autoregressive-moving average model are extended. |
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| Keywords: | NULL |
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