| 带有色乘性噪声随机系统的逆向最优反卷积算法 |
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| 引用本文： | 陈希信,蒋国健,徐新盛. 带有色乘性噪声随机系统的逆向最优反卷积算法[J]. 中国海洋大学学报(自然科学版), 2002, 32(5): 827-832 |
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| 作者姓名： | 陈希信 蒋国健 徐新盛 |
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| 作者单位： | 1. 哈尔滨工程大学,哈尔滨,150001
2. 中科院声学研究所北海研究站,青岛,266023 |
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| 基金项目： | 国家安全重大基础研究项目 (JC2 0 0 10 2 0 30 2 0 10 0 3)资助 |
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| 摘 要： | 通过建立状态和乘性色噪声的逆向 Markov模型 ,推导出了带有色乘性噪声随机系统的逆向最优状态滤波器。基于该滤波器给出了节省存储空间的逆向固定区间最优反卷积算法。仿真实例证明了该反卷积算法的有效性
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| 关 键 词： | 随机系统 乘性色噪声 最优反卷积 逆向Markov模型 逆向状态滤波器 |
| 文章编号： | 1001-1862(2002)05-0827-06 |
| 修稿时间： | 2002-03-13 |
Reversed-Time Optimum Deconvolution for Stochastic System with Colored Multiplicative Noise |
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| Chen Xixin Jiang Guojian Xu Xinsheng. Reversed-Time Optimum Deconvolution for Stochastic System with Colored Multiplicative Noise[J]. Periodical of Ocean University of China, 2002, 32(5): 827-832 |
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| Authors: | Chen Xixin Jiang Guojian Xu Xinsheng |
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| Affiliation: | Chen Xixin 1 Jiang Guojian 2 Xu Xinsheng 1 |
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| Abstract: | By means of building the reversed time Markov models of state and colored multiplicative noise, respectively, the reversed time optimum state filter of system with colored multiplicative noise is derived. Then a reversed time fixed interval optimum deconvolution algorithm, using small storage is presented. A simulated example is given to show the effectiveness of this proposed deconvolution algorithm. |
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| Keywords: | stochastic system colored multiplicative noise optimum deconvolution reversed time Markov model reversed time state filter |
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