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。