In fact, we kind of assumed that they were filtering a lot out, the way a sophisticated radar system can ignore echoes from stationary objects on the ground.
It can handle the optimal filtering, smoothing and prediction problems of stationary or non -stationary ARMA signals in the unified framework.
它可统一处理平稳或非平稳arma信号的最优滤波、平滑和预报问题。
3
This paper proposes a method for recursive optimal filtering of one-dimension stationary ran-dom processes by use of Kalman filtering of constant system.