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本文对噪声未知的CARMA模型,用自适应线性增强器与自适应滤波器并联,作CARMA模型的噪声估计器,以最小二乘法估计参数,形成了一种适用于CARMA模型的两步估计法。
In this paper, a CARMA model with unknown noise is proposed. A two-step estimation method which is suitable for CARMA model is formed by using adaptive linear enhancer and adaptive filter in parallel. It is the noise estimator of CARMA model and the least square method is used to estimate the parameters.