动态系统白噪声估值器
White Noise Estimators of Dynamic Systems
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摘要: 用现代时间序列分析方法提出了单输入单输出(SISO)动态系统的统一的和通用的白噪 声估值器.它包括输入白噪声估值器和观测白噪声估值器,可处理非零均值白噪声、相关白噪 声、不稳定和非最小相位系统.对于雷达跟踪系统的仿真例子说明了其有效性和可应用性.Abstract: Using time series analysis, this paper presents an unified and general white noise estimators for single input-single output (SISO) systems, which include the input white noise estimators and observation white noise estimators, and can handle the correlated white noises with non-zero means, unstable and nonminimum phase systems. A simulation example of radar tracking system shows the usefulness and applicability of the results obtained in this paper.
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