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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This paper proposes a new recursive estimate algorithm for unknown time-delay, orders and coefficients of linear discrete-time stochastic control systems (ARMAX model).

针对时滞、阶数和系数皆未知的离散时间线性随机控制系统（ARMAX模型），提出一种对时滞、阶数和系数同时进行递推估计的算法。

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