White Noise Estimators of Dynamic Systems
动态系统白噪声估值器

Using time series analysis, this paper presents an unified and general white noise estimators for single input-single output (SISO) systems, which include the input white noise estimators and observation white noise estimators, and can handle the correlated white noises with non-zero means, unstable and nonminimum phase systems. A simulation example of radar tracking system shows the usefulness and applicability of the results obtained in this paper.