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| Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise | |
| 引用本文： | CHUDongsheng LIANGMeng SHIXin ZHANGLing. Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise[J]. 中国海洋大学学报(英文版), 2004, 3(1): 106-110. DOI: 10.1007/s11802-004-0018-7 |
| 作者姓名： | CHUDongsheng LIANGMeng SHIXin ZHANGLing |
| 作者单位： | CHU Dongsheng *，LIANG Meng，SHI Xin，ZHANG Ling Engineering College，Ocean University of China，Qingdao 266003，P..R.China |
| 摘 要： | 1 Introduction Inrecentyearstherehasbeengrowingresearchin terestinthetwo dimensional (2 D )systemtheory .The 2 Dsystemsmayfindapplicationsinareassuchasmarineseismicdataprocessingandimageprocessing .Althoughmoreandmorevaluableresultshavebeengained ,mos… |
| 关 键 词： | optimal filtering stochastic two-dimensional Fornasini-Marchesini's Model Ⅱ multiplicative noise linear minimum-variance |
| 收稿时间： | 2003-06-17 |
| 修稿时间： | 2004-02-02 |
Optimal filtering algorithm for stochastic 2-D FMM II with multiplicative noise |
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| Chu Dongsheng,Liang Meng,Shi Xin,Zhang Ling. Optimal filtering algorithm for stochastic 2-D FMM II with multiplicative noise[J]. Journal of Ocean University of China, 2004, 3(1): 106-110. DOI: 10.1007/s11802-004-0018-7 | |
| Authors: | Chu Dongsheng Liang Meng Shi Xin Zhang Ling |
| Affiliation: | (1) Engineering College, Ocean University of China, 266003 Qingdao, P.R.China |
| 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. |
| Keywords: | optimal filtering stochastic two-dimensional Fornasini-Marchesini’ s Model II multiplicative noise linear minimum-variance |
| 本文献已被 CNKI 维普 SpringerLink 等数据库收录！ | |