| 通道特性相关时带乘性噪声系统的最优滤波 |
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| 引用本文： | 褚东升,张玲,梁猛,林恒.通道特性相关时带乘性噪声系统的最优滤波[J].中国海洋大学学报(自然科学版),2002,32(6):987-992. |
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| 作者姓名： | 褚东升 张玲 梁猛 林恒 |
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| 作者单位： | 中国海洋大学工程学院,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 2 131)资助 |
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| 摘 要： | 针对石油地震勘探、通讯工程、水声探测等许多实际应用领域 ,该文研究 1种在更弱的乘性噪声限制条件下系统的最优状态滤波 ,就乘性噪声矩阵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状态最优滤波算法。针对该算法还进行了仿真研究 ,仿真结果表明了该算法的有效性。
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| 关 键 词： | 通道特性 乘性噪声 最优滤波 线性最小方差 |
| 文章编号： | 1001-1862(2002)06-0987-06 |
| 修稿时间： | 2002年5月14日 |
Optimal Filtering of Systems with Relevant Multiplicative Noise of Each Observation Channel |
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| Chu Dongsheng Zhang Ling Liang Meng Lin Heng.Optimal Filtering of Systems with Relevant Multiplicative Noise of Each Observation Channel[J].Periodical of Ocean University of China,2002,32(6):987-992. |
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| Authors: | Chu Dongsheng Zhang Ling Liang Meng Lin Heng |
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| Abstract: | A filtering algorithm for systems with multiplicative noise is 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. The proposed algorithm is optimal in the sense of linear minimum-variance. The algorithm is of practical value in state estimation for systems in complex environments. Satisfactory simulation results are obtained and this validates the algorithm. |
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| Keywords: | channel characteristic multiplicative noise optimal filtering linear minimum-variance |
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