频域的卡尔曼滤波器，这个比较有意思，有兴趣的朋友可以看看，是一篇论文-THE EXTENDED KALMAN FILTER IN THE FREQUENCY DOMAIN FOR THE IDENTIFICATION OF MECHANICAL STRUCTURES EXCITED BY SINUSOIDAL MULTIPLE INPUTS

基于辨识ARMA模型的野值剔除方法与卡尔曼滤波修正算法-ARMA model identification methods and eliminate outlier correction algorithm based on Kalman filter