In this paper, minimum variance filtering and smoothing algorithms of a class of non-causal systems are discussed.
研究一类非因果系统的最小方差滤波与平滑。
With covariance matching technique and innovation information of filtering, the noise variance is dynamically adjusted and the mean square error of the fusion system always keeps minimum.
该算法采用协方差匹配技术，依据滤波新息，动态调整测量噪声方差，使融合系统的均方误差始终最小。
By using minimum variance and average principle, the adaptive filtering algorithm is analyzed to effectively compensate the time-delay and phase shift that appear in signals.
采用最小方差理论和平均原理对自适应滤波算法进行分析，对信号中产生的延时和相移予以有效补偿。
By using minimum variance and average principle, the adaptive filtering algorithm is analyzed to effectively compensate the time-delay and phase shift that appear in signals.
采用最小方差理论和平均原理对自适应滤波算法进行分析，对信号中产生的延时和相移予以有效补偿。
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