Unifying and universal optimal noise estimators for time-varying systems
时变系统的统一和通用的最优噪声估值器

Unifying and universal optimal noise estimators are presented for the time-varying systems with the correlated noise both at the same time and the next time,including the measurement noise estimators and input noise estimators.Unifying fixed-point and fixed interval optimal noise smoothers are also presented.They provide a new tool in solving the problems of the state and signal estimators.A simulation example is given to show the effectiveness of those estimators.