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SR HT PPE AS EI A TT RB ek BE, WR Te RS 1000 KBR A A a Pe Po ATA M AK TREE RIA 1000 1, BERS ER 10 000 KEE en ennen ATID A STUER E, RAL E (a) REEMA S DAMES AM AS 07, IRA SEPT FEIN) et gg EE, st . 1 N-1 E(A) = E (s ss «n) a n= = x E(z[nj} = A = E(Ay = F(z{0}) = A BRC SaT ARF 48 BIEL By HY wl EPRI , Ak var(A) var(z(0)) a > var(A) Fb, URAL woo ETD BRA LT LA GB Se, ARS RT A RELA A ely (SRB 2.7). aT BELA eee. 1. HPA — ELE BOR, EO PERE SES RRR PDF HER, 2. NTT, RAPA TSANG, REE SERRE A EE 4S MA, RBS, Shae BE HU RE REAR BU ACSCAS HERE. TOTES IRA F, ADS, aS ACHPeE TAR, AT ARS a Bee ee OO FSA EH OL ak RG BER WS ISR 7A). Hie 4 = 1 "] 27 ge EY Sk s+ 104 4 5 i] 04 Shi. Sp ot -3 2 -1 0 1 Zz 3 HASHE, A Bt) =| “| my —_ e | Py 10-4 | | ' ! | Bo - I: | t ; — of oft | oa ltr -3 “2 “1 a 1 2 8 RP A 21.8 MPRA PAT AE ATER PTH PEE AT REZ A . TE ARE ROG A REE LAM REE ESOS, RISES Bete et FREES Ase BG TT ASR. TERRE FBT EE AY A RES RCE LETT RES BER UP ET RE AL PL a RE Re HER RL 2 el DUAR ER 1.4 JURE FERS ATA , FEU A Ea PER AM. FU e ee ERA A, OR TSR MER, (bee VERT A AMM HSS PTT A, Re HAE CER RRS #3 [Cox and Hinkley 1974, Kendall and Stuart 1976 ~ 1979, Rao 1973, Zacks 1981], iE RORT RAT FEEUARH , TH BOSSE, ROR, ase, ABA] SR PR THER BT at. : REARS THES eR ESE, MITE DBI S FRAGA ARE, ATT BBE OO BCEHE Sit RBI, AT TR AYR ch AY DC BLE LEST HT Sr HEE A BRE I-28 th SRE A AED Be aE PRS BT ES LAA RE 8 Blo FSh, HUSA TBRERIL, RG APR BE, TED 7 AB RE 12 B-RAIME SR PH Bi RAE AAA. BA. TTA CHORE AAT, Rep ai, HiT MEF RCE. (EN Ab RS RE RS We, GRE BS FAAS. FRAT HAS Bey CE ea USS A a ASR QE AO a PZ S CAL Dn IA BAS EET) x De LP RN, SRT, cle MAB RUT aA, WTAE ee SOP A RE. RR PRB RIA TAA ARAL RH SR A Se Sem Box, G.E.P., G.M. Jenkins, Time Series Analysis: Forecasting and Control, Holden-Day, San Francisco, 1970. , Burdic, W.S., Underwater Acoustic System Analysis, Prentice-Hall, Englewood Clif—fs, N.J., 1984. Cox, D.R., DV. Hinkley, SReeretical Stetistics, Chapman and Hall, New York, 1974. Dabbous, T.E., N.U. Ahmed, J.C. McMillan, D.F. Liang, “Filtering of Discontinuous Processes Arising in Marine Integrated Navigation,” [EEE Trans. Aerosp. Elecéron. Syst., Vol. 24, pp. 85-100, 1988. Gauss, K.G., Theory of Motion of Heavenly Bodies, Dover, New York, 1963. Holm, §., J.M. Hovem, “Estimation of Scalar Ocean Wave Spectra by the Maximum Entropy Method,” JEEE J. Gcean Eng., Vol. 4, pp. 76-83, 1979. Huber, P.J., Robust Statistics, 1. Wiley, New York, 1981. Jain, A.K., Fundamentals of Digital Image Processing, Prentice-Hall, Englewood Cliffs, N.J., 1989. Justice, J.H., “Array Processing in Exploration Seismology,” in Array Signal Processing, S. Haykin, ed., Prentice-Hall, Englewood Cliffs, N.J., 1985. Kendall, Sir M., A. Stuart, The Advanced Theory of Statistics, Vols. 1 3, Macmillan, New York, 1976-1979. Knight, W.S., R.G. Pridham, $.M. Kay, “Digital Signal Precessing for Sonar,” Proce. [EFE, Vol. 69, pp. 1451-1506, Nov. 1981. Proakis, J.G., Digttal Communications, McGraw-Hill, New York, 1983. Rabiner, L.R., R.W. Schafer, Digital Processing of Speech Signals, Prentice-Hall, Engiewood Cliffs, N.J., 1978. Rao, C.R., Linear Statistical Inference and its Applications, J, Wiley, New York, 1973. Schuster, A., “On the Investigation of Hidden Periodicities with Application to a Supposed 26 Day Perind of Metcrologicat Phenomena,” Terrestrial Magnetism, Vol. 3, pp. 13 41, March 1898. Skoinik, M.1., Introduction to Radar Systems, McGraw-Hill, New York, 1980, Taylor, §., Modeling Financial Time Series, J. Wiley, New York, 1986. Widrow, B., Stearns, $.D., Adaptive Signal Processing, Prentice-Hall, Englewood Cliffs, N.J., 1985. Zacks, 5., Parametric Statistical Inference, Pergamon, New York, 1981. a LL HARRY, WARREN] cy ATTRA PDF ty ~N (0,0, ) SEP cy AA. Sa HES AHR — AAT RR ERY PDF. AR aE RHEE, BE Phi ta) 99% TE ALAAY 100 m LAA, St ERR ERR c = 3x 10° m/s, 12 —PRMBSR 6 Bi — PRP ST RL EE RE ox BY PDF Wy HLF 4] ule = aw pla; 8) = en exp [He _ ay] HG —APIM Re, AEs BE (97, 1031. RR iO WHEE 100, Se BSB AL Fg? & xe dew FE w BHA PDE p, Ce MMB Se eo BTR EHH SR, BE Pu Ra AY PDF SFA AR p(x; GO). FURR 6 JE —P pe TE LE OR BE PDF pl ald), fi, MBE O Awe TAY OR px lO), SAUNT RRR p(x, 4) p(x |)? Sait WON DC BRAS RA z[n] = A+ wln] n=0,1,...,N—-1 FUR wLn SEA EAA o? = 1. RE Mt . 1 N-1 A = wo 7 n=1 . 1 N-2 A= aa (2x10 + $° z[n} + 22[N - ) BRM? 4 A ASR? ATF RG 1.4 HRS PP a =(0] 4) = A® > 1000 A= 1 N-1 WT A = A?< 1000 a=d ik MaT REN SPREE Tt F Bh SBE ( signal-to-noise ratio, SNR)BE 47/0? Fei, RAAB SELL RP a ae A Oy AERA. PE B2R bebe Tote 2.1 41 Til ABR IRAN REE SR RAE. SUE A ee (Nite TES SSE EE, BS BER — “i Th RE BAPE MEAS AR PII, ARETE T Rely Ee a ER SEAN Te Yi BE Se, AEB er a SR i IES es SA Ha Ba A PLES Dy HA BI 2.2 ise FE C21) SAE FSA AE bee, PB AB As A AY tho TERRA AP ARAN Th. PEM To Pah (2.5 hat X AES Te RSE AE Ay Ag EL SR PR AE 2 SB AT Se TR, PA ASG EH AZ FMR PRE, BASRA PRR AEN, SEMEN, A JURA DOR Eat. BOR OTOM TF Comer-Rao PRAISE RS GR Bob BAMA AEE UA UI PPE De PR UR TU oh a A — oe Be, BI TEE BE CE PR St OT SA RE MB ae 2.3 Ahi e Se RRA AH EWR MS RA. AP he FSR Mal e alr] (2.2)

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