摘要
卡尔曼滤波是对随机信号的最优线性滤波,广泛应用于通信、导航与控制等领域。卡尔曼滤波器设计过程中模型的选取与建立以及模型的精度是关键,直接影响滤波效果。ARMA模型是卡尔曼滤波常用的一种模型,为降低建模难度,介绍一种基于Eviews工具的ARMA模型建模方法,根据实际数据辨识模型阶次和参数,在实际工程应用中效果良好。
Kalman filtering is the optimal linear filtering of random signals and is widely used in communication,navigation and control field.The selection,establishment and accuracy of the model are the key factors,directly affecting the filtering effect. A modeling method of ARMA model was introduced based on Eviews,calculating the order and parameter of model,which work well in practical application.
作者
熊天武
黄宗卫
范越
XIONG Tian-wu;HUANG Zong-wei;FAN Yue(The 723th Institute of China Shipbuilding Industry Corporation,Yangzhou 225001,China)
出处
《机电工程技术》
2019年第3期102-103,129,共3页
Mechanical & Electrical Engineering Technology
