Minimum Variance Estimator of the Integration of WSS Random Signals
碩士 === 國立交通大學 === 電機與控制工程系 === 91 === In this thesis, we propose a recursive algorithm based on Kalman Filter to implement efficiently the minimum variance estimator of the integration of WSS random signal by the discrete-time samples. As the number of samples trends to infinity, the mini...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84387541449315693584 |