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应用现代时间序列分析方法，基于ＡＲＭＡ新息模型，提出了Ｗｉｅｎｅｒ滤波器设计新方法，它不要求解Ｒｉｃｃａｔｉ方程或Ｄｉｏｐｈａｎｔｉｎｅ方程。仿真例子说明了其有效性。
Using modern time series analysis method and based on ARMA interest model, a new Wiener filter design method is proposed, which does not need to solve Riccati equation or Diophantine equation. The simulation example shows its effectiveness.