针对带有观测时滞的线性连续系统,研究了输入白噪声最优估计器的设计问题.基于新息重组分析理论和Hilbert空间的正交投影定理,提出了一种简便有效的新方法.采用的关键技术是将时滞观测转化为无时滞观测,从而可以通过求解与原系统同维的两个微分Riccati方程,得到白噪声的最优估计器.该方法计算简单,无须计算复杂的偏微分Riccati方程或算子Riccati方程. Aiming at the linear continuous system with observer delay, the design of the optimal input white noise estimator is studied. Based on the theory of reorganization of interest and the orthogonal projection theorem of Hilbert space, a new method is presented, which is simple and effective. The key technique is to convert the time lag observations into time lag observations so that the optimal estimator of white noise can be obtained by solving two differential Riccati equations with the same dimension of the original system.The method is simple and requires no complicated calculation Differential Riccati equation or operator Riccati equation.