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一类带乘性噪声2-D奇异系统的滤波算法

Filtering Algorithms for a Class of 2-D Singular Systems with Multiplicative Noise

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【作者】 褚东升常文静张玲

【Author】 CHU Dong-Sheng;CHANG Wen-Jing;ZHANG Ling;College of Engineering,The Key Laboratory of Marine Mechanical and Electrical Equipment &Instruments of Shandong Provincial Universities,Ocean University of China;

【机构】 中国海洋大学工程学院,山东高校海洋机电装备与仪器重点实验室

【摘要】 针对一类带乘性噪声2-D奇异系统的Roesser模型,提出了一种状态滤波算法。该算法首先对无跳跃模的2-D奇异Roesser模型进行等价变换,变换为2个降阶的子系统,其中子系统一可继续变换为易于处理的动态噪声和量测噪声在同一坐标点相关的非奇异带乘性噪声FM-Ⅱ模型;然后基于正交投影定理,得到了带乘性噪声2-D奇异Roesser模型的状态滤波算法,同时得到了带乘性噪声2-D FM-Ⅱ模型的状态滤波算法。上述算法在线性最小方差意义下是最优的,仿真验证了算法的有效性。

【Abstract】 In this paper,a set of filtering algorithms were proposed for a class of 2-D singular Roesser model(SRM)systems with multiplicative noise.First,two equivalent reduced order subsystems were obtained via the decomposition of Roesser model systems without jumping modes.One of the subsystems continues to be rewritten as the FM-Ⅱ model with correlated noise at the same coordinate point.In addition,the algorithm for 2-D FM-Ⅱ was derived based on the well-know projection theorem,and the filtering algorithm for 2-D SRM was obtained accordingly.The algorithms were optimal in the linear minimum variance.At last,the simulation results show the effectiveness of the proposed algorithms.

【基金】 国家自然科学基金项目(51279185;61132005);山东省自然科学基金项目(ZR2010DQ003)资助
  • 【文献出处】 中国海洋大学学报(自然科学版) ,Periodical of Ocean University of China , 编辑部邮箱 ,2014年08期
  • 【分类号】TP301.6
  • 【下载频次】45
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