using the methods of time series spectral analysis and kalman filter, this article discussed the additive problems of two stochastic processes, mainly auto regression moving average (arma) processes.
本文利用时间序列谱分析和卡尔曼滤波的方法讨论了两个随机过程,主要是自回归滑动平均(arma)过程,的叠加问题。