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提出了一种成形滤波器的新构造方法 ,并给予了证明 .它适用于已知协方差阵多维随机向量的状态方程建模 ;与传统的方法相比 ,无需对随机信号的协方差函数的功率谱进行分解 ,不受限于协方差函数的功率谱是否为有理式 .最后对实例进行了分析和仿真 .
A new construction method of shaping filter is proposed and proved. It is suitable for the modeling of state equations of the known covariance matrix multidimensional random vector. Compared with the traditional method, the covariance function of random signal Power spectrum decomposition, not limited to the covariance function of the power spectrum is rational .Finally, the examples were analyzed and simulated.