| 复杂多通道带乘性噪声系统的最优固定域平滑算法 |
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| 引用本文： | 綦声波,张玲,王璐.复杂多通道带乘性噪声系统的最优固定域平滑算法[J].中国海洋大学学报(自然科学版),2004,34(4):636-640. |
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| 作者姓名： | 綦声波 张玲 王璐 |
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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 1种在更弱的乘性噪声限制条件下系统的状态最优估计算法。在最优滤波算法的基础上 ,进一步给出了在线性最小方差意义下最优的固定域平滑算法。针对该算法所进行的仿真研究已表明该算法的有效性
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| 关 键 词： | 多通道 乘性噪声 最优估计 最优平滑 |
| 文章编号： | 1672-1574(2004)04-636-05 |
| 修稿时间： | 2003年6月30日 |
Optimal Fixed-Interval Smoothing of Complex Multi-Channel Systems with Multiplicative Noise |
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| QI Sheng bo,ZHANG Ling,WANG Lu.Optimal Fixed-Interval Smoothing of Complex Multi-Channel Systems with Multiplicative Noise[J].Periodical of Ocean University of China,2004,34(4):636-640. |
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| Authors: | QI Sheng bo ZHANG Ling WANG Lu |
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| Abstract: | A fixed interval smoothing algorithm for systems with multiplicative noise is developed under the condition that the multiplicative noise is in the form of a general stochastic matrix and the multiplicative noise of each observation channel is correlated at the same time. The proposed algorithm is optimal in the sense of linear minimum variance. The algorithm is of practical value in state estimation for systems under complex environments. Satisfactory simulation results are obtained,which validates the algorithm. |
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| Keywords: | multi channel multiplicative noise optimal estimation optimal smoothing |
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