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带乘性噪声系统在加性噪声相关时的最优滤波
Optimal Filtring for Systems with Multiplicative Noise and Correlated Additive Noises
【摘要】 针对石油地震勘、通讯工程、语言处理等应用领域 ,该文研究一种在更弱的噪声限制条件下带乘性噪声系统的状态最优滤波 ,就动态噪声为有色噪声及动态噪声和量测噪声在有限时间段上相关的情形 ,给出了线性最小方差意义下的状态最优滤波算法 ,并对此算法作了仿真计算 ,获得满意的结果
【Abstract】 An optimal filtering algorithm for system with multiplicative noise is studied under the condition that state and observation noises of the system are correlated on a finite time interval in the sense of linear minimum variance. Satisfactory simulation results are obtained and this validates the algorithan.
【关键词】 乘性噪声;
随机系统;
相关噪声;
状态滤波;
线性最小方差;
【Key words】 multiplicative noise; linear minimum variance; state filtering; correlated noises; stochastic system;
【Key words】 multiplicative noise; linear minimum variance; state filtering; correlated noises; stochastic system;
【基金】 教育部高等学校骨干教师资助计划项目
- 【文献出处】 青岛海洋大学学报(自然科学版) ,Journal of Ocean University of Qingdao , 编辑部邮箱 ,2001年06期
- 【分类号】TN713
- 【被引频次】23
- 【下载频次】225