| Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise |
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| 作者姓名： | CHUDongsheng LIANGMeng SHIXin ZHANGLing |
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| 作者单位： | CHU Dongsheng *，LIANG Meng，SHI Xin，ZHANG Ling Engineering College，Ocean University of China，Qingdao 266003，P..R.China |
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| 摘 要： | 1 Introduction Inrecentyearstherehasbeengrowingresearchin terestinthetwo dimensional (2 D )systemtheory .The 2 Dsystemsmayfindapplicationsinareassuchasmarineseismicdataprocessingandimageprocessing .Althoughmoreandmorevaluableresultshavebeengained ,mos…
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| 关 键 词： | optimal filtering stochastic two-dimensional Fornasini-Marchesini's Model Ⅱ multiplicative noise linear minimum-variance |
| 收稿时间： | 17 June 2003 |
| 修稿时间： | 2 February 2004 |
Optimal filtering algorithm for stochastic 2-D FMM II with multiplicative noise |
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| CHUDongsheng LIANGMeng SHIXin ZHANGLing.Optimal filtering algorithm for stochastic 2-D FMM II with multiplicative noise[J].Journal of Ocean University of China,2004,3(1):106-110. |
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| Authors: | Chu Dongsheng Liang Meng Shi Xin Zhang Ling |
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| Institution: | (1) Engineering College, Ocean University of China, 266003 Qingdao, P.R.China |
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| Abstract: | A stochastic two-dimensional Fornasini-Marchesini’s Model II (2-D FMM II) with multiplicative noise is given, and a filtering
algorithm for this model, which is optimal in the sense of linear minimum-variance, is developed. The stochastic 2-D FMM II
with multiplicative noise can be reduced to a 1-D model, and the proposed optimal filtering algorithm for the stochastic 2-D
FMM II with multiplicative noise is obtained by using the state estimation theory of 1-D systems. An example is given to illustrate
the validity of this algorithm. |
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| Keywords: | optimal filtering stochastic two-dimensional Fornasini-Marchesini’ s Model II multiplicative noise linear minimum-variance |
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