【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 ,获得满意的结果更多还原

【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.更多还原