| 带乘性噪声广义系统状态最优估计算法 |
| |
| 引用本文： | 褚东升,高守婉.带乘性噪声广义系统状态最优估计算法[J].中国海洋大学学报(自然科学版),2008,38(5). |
| |
| 作者姓名： | 褚东升 高守婉 |
| |
| 作者单位： | 中国海洋大学工程学院,山东,青岛,266100 |
| |
| 基金项目： | 国家高技术研究发展计划(863计划) |
| |
| 摘 要： | 针对带乘性噪声广义系统,提出1种在线性最小方差意义下的状态最优估计算法.首先,采用标准分解将系统变换为2个子系统;其次,通过估计子系统的状态,获得原系统的状态最优滤波.同时,算法还给出了动态噪声与量测噪声的估计.仿真结果表明了该算法的有效性.
|
| 关 键 词： | 乘性噪声 广义系统 标准分解 状态最优估计 |
State Optimal Estimation Algorithm for Singular Systems with Multiplicative Noise |
| |
| CHU Dong-Sheng,GAO Shou-Wan.State Optimal Estimation Algorithm for Singular Systems with Multiplicative Noise[J].Periodical of Ocean University of China,2008,38(5). |
| |
| Authors: | CHU Dong-Sheng GAO Shou-Wan |
| |
| Institution: | CHU Dong-Sheng,GAO Shou-Wan(College of Engineering,Ocean University of China,Qingdao 266100,China) |
| |
| Abstract: | The paper develops a state optimal estimation algorithm for singular systems with multiplicative noise in the sense of linear minimum-variance.First,the system is transformed into two subsystems through standard decomposition.Then,based on the state estimation of the subsystems,the optimal filtering of the original system is obtained.The algorithm also presented a dynamic noise and noise measurement estimations.Computer simulation shows the effect of the algorithm. |
| |
| Keywords: | multiplicative noise singular systems standard decomposition state optimal estimation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
