简介:Covarianceofcleansignalandobservednoiseisnecessaryforextractingcleansignalfromatimeseries.Thisistransferredtocalculatethecovarianceofobservednoiseandcleansignal'sMAprocess,whenthecleansignalisdescribedbyanautoregressivemovingaverage(ARMA)model.Usingthecorrelationsoftheinnovationsdatafromobservedtimeseriestoformaleast-squaresproblem,aconciselyautocovarianceleast-square(CALS)methodhasbeenproposedtoestimatethecovariance.Wealsoextendedourw...