Separate stochastic bias two-stage decoupled wiener filters
分离随机偏差两段解耦Wiener滤波器

Using the modern time series analysis method,based on the ARMA innovation model and Wiener state filters,the separate stochastic bias two-stage decoupled Wiener filters are presented for the first time for systems with stochastic bias, which formed a new technique for treatment of bias.Compared to the classical two-stage Kalman filters,they have the following advantages: 1) they can handle the filtering,smoothing,and prediction problems in a unified framework; 2) the computation of the Riccati equations is avoided; 3) they have the optimality and asymptotic stability; 4) the complete decouple is implemented; 5) they are suitable for real time applications.Two simulation examples show their effectiveness.