Conventional autocovariance least squares (ALS) method is limited to estimate the covariance of white noise .In order to overcome the deficiency ,a new method based on ALS is proposed to estimate the covariance of colored noise ,and the noise estimation models are given with regard to colored state noise ,or colored observation noise and both of them .Numerical simulation results show the correctness and validity of the method .%针对传统自协方差最小二乘估计（autocovariance least squares ，ALS）方法只能用于估计白噪声协方差的局限性，提出有色噪声的自协方差最小二乘估计方法，给出状态噪声或者观测噪声为有色噪声以及两者均为有色噪声时的噪声估计模型。最后通过数值仿真，验证了本文方法的正确性和有效性。
展开▼
