This paper presents the effect of the common process noise on track statistical distance and performance of state estimation fusion.
本文研究动态系统过程噪声对航迹统计距离和状态融合估计性能的影响。
When the noise variance is known, and it's process is stationary, the signal can be enhanced by use of the recursive least mean-square estimation.
当噪声的方差已知，且过程是平稳的，应用递推最小方差估计，能够增强信号。
This paper considers a linear optimal estimation problem for a stochastic process viewed as the output signal of the time delay stochastic systems driven by a white noise input.
本文研究在白噪声输入情况下，时滞系统随机输出信号的线性滤波估计问题。
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