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因为卡尔曼(Kalmao)滤波是新的快速最佳白噪声估计中的一个组成部分,所以我们对Kalman滤波进行了定性讨论,并与维纳滤波作了比较。此外,还给出了二种快速算法;一种对反射系数序列的固定区间估计的计算是很有效的;另一种对序列的固定点或固定时滞估计的计算是很有效的。为说明计算上的有效性,给出了计算工作量的详细分析。也给出了Kalman滤波和二种快速平滑算法的流程图。
Because Kalman filtering is an integral part of the new fast best white noise estimation, we qualitatively discussed Kalman filtering and compared it with Wiener filtering. In addition, two fast algorithms are also given; one for the calculation of the fixed interval estimates of the reflection coefficient sequence is very efficient; the other for the fixed-point or fixed time delay estimation of the sequence is very efficient. To illustrate the computational effectiveness, a detailed analysis of computational workload is given. Also gives the Kalman filter and two fast smoothing algorithm flow chart.