应用经典稳态Kalman滤波理论提出了设计Wiener状态估值器的新方法,其原理是:基于在Wiener滤波器形式下的稳态Kalman滤波器和预报器及ARMA新息模型,由稳态最优非递推状态估值器的递推变形引出Wiener状态估值器.所提出的Wiener状态估值器可统一处理状态滤波、预报和平滑问题.它们具有ARMA递推形式,且具有渐近稳定性和最优性,仿真例子说明了它们的有效性. A new method of designing Wiener state estimator is proposed based on classical steady-state Kalman filter theory. The principle of this method is that based on steady-state Kalman filter and predictor in the form of Wiener filter and ARMA interest model, Recursive deformation of non-recursive state estimators leads to Wiener state estimators.The proposed Wiener state estimator can handle state filtering, forecasting and smoothing problems uniformly.They have ARMA recursion forms with asymptotic stability And optimality, the simulation examples illustrate their effectiveness.