【摘要】 在以往的乘性噪声系统的观测模型中 ,由于假定各通道的乘性噪声是完全相同的 ,因此并不是真正的多通道系统。而本文则考虑各通道乘性噪声不同的情况 ,即真正意义上的多通道带乘性噪声系统。在褚东升等“噪声相关时多通道带乘性噪声系统最优滤波”的基础上 ,进一步给出了固定域平滑算法。该算法在线性最小方差意义下为最优的。通过仿真计算 ,说明了该算法的有效性更多还原

【Abstract】 In this paper a fixed interval smoothing algorithm is developed for the multi channel systems with multiplicative noises. The multiplicative noise of each channel is allowed to be different and correlated at the same time, and the additive noises {W(k)} and {V(k)} can be correlated at the same time, too. The proposed smoothing algorithm must run after the corresponding filtering results have been gotten. The algorithm is optimal in the sense of linear minimum variance. An example has been provided to show the validity of the two algorithms.更多还原