| 通道特性相关时带乘性噪声系统观测噪声的最优估计 |
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| 引用本文： | 褚东升,王璐,陈萌.通道特性相关时带乘性噪声系统观测噪声的最优估计[J].中国海洋大学学报(自然科学版),2005,35(2):273-276. |
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| 作者姓名： | 褚东升 王璐 陈萌 |
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| 作者单位： | 中国海洋大学工程学院,山东,青岛,266071 |
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| 基金项目： | 教育部科学技术研究重点项目 (0 2 1 31 )资助 |
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| 摘 要： | 研究在较弱的乘性噪声条件下系统观测噪声的最优估计问题，就乘性噪声为一般随机矩阵且各观测通道乘性噪声在同时刻相关的情形，给出了在线性最小方差意义下的观测噪声最优滤波算法和最优平滑算法。针对这些算法进行了仿真研究，仿真结果表明算法有较好的估计效果。
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| 关 键 词： | 通道特性 乘性噪声 线性最小方差估计 观测噪声估计器 |
| 文章编号： | 1672-5174(2005)02-273-04 |
| 修稿时间： | 2004年3月18日 |
Optimal Estimation of Measurement Noise for Systems with Relevant Multiplicative Noise in Observation Channels |
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| CHU Dong-sheng,WANG Lu,CHEN Meng.Optimal Estimation of Measurement Noise for Systems with Relevant Multiplicative Noise in Observation Channels[J].Periodical of Ocean University of China,2005,35(2):273-276. |
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| Authors: | CHU Dong-sheng WANG Lu CHEN Meng |
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| Abstract: | In this paper an optimal filtering algorithm and an optimal smoothing algorithm for the estimation of measurement noise are developed for systems with multiplicative noise. They are developed on the condition that the multiplicative noise is in the form of a general stochastic matrix and all the multiplicative noise from each observation channel is correlated simultaneously. These two algorithms are optimal in the sense of linear minimum-variance. Some simulations have been provided to show the validity of these algorithms. |
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| Keywords: | channel characteristics multiplicative noise linear minimum-variance estimation estimator of measurement noise |
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