Using the methods of time series spectral analysis and Kalman filter, this article discussed the additive problems of two stochastic processes, mainly Auto Regression Moving Average (ARMA) processes.

本文利用时间序列谱分析和卡尔曼滤波的方法讨论了两个随机过程，主要是自回归滑动平均(ARMA)过程，的叠加问题。

youdao

Based on one fiber optic gyro SINS, three initial alignment methods including classical gyrocompass, two-position Kalman filter and continuous-rotation Kalman filter are experimentally studied.

基于某型低精度光纤陀螺捷联系统，分别采用经典罗经对准、两位置卡尔曼滤波及连续旋转卡尔曼滤波三种方法进行了初始对准实验研究。

youdao

Kalman filter in mathematics is a statistical estimation methods, By a series of errors with the actual measurement data and the physical parameters of the best estimate.

卡尔曼滤波在数学上是一种统计估算方法，通过处理一系列带有误差的实际量测数据而得到的物理参数的最佳估算。

youdao