多变量ARMAX过程的自校正滤波器和平滑器
A Self-Tuning Filter and Smoother for Multivariate Armax Processes
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摘要: 本文应用时间序列分析方法和射影理论,提出了多变量ARMAX过程的自校 正滤波器和平滑器,推广了Hagander和Wittenmark的结果.Abstract: In this paper, a self-tuning filter and smoother for multivariable ARMAX processes are presented, using the time series analysis method and projection theory. Hagander and Wittenmark's results are extended.
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