有色观测噪声的随机模型级数表示及其补偿法

提出了有色观测噪声的随机模型级数表示及其补偿法,利用该方法能对随机模型进行修正。结合现代时间序列分析方法,并根据新息模型设计了状态最优滤波器。将本文方法与观测扩增方法进行了分析和比较,结果表明,利用该方法能有效控制有色观测噪声的影响。

A New Approach for Colored Measurement Noises by Correcting Random Model

A new approach is presented by polynomial-quotient which translates colored observation noises into infinite series,and chooses the finite series,calculates the variance of dummy white observation noises.The stochastic model can be compensated with this method.An ARMA innovation model and the state optimal filter are designed by modern time series analysis method.In order to verify the validity and rationality of this method,a contrast between this method and the approach of observation-expand filter is given.The result shows that the approach can control the influences of the colored observation noises effectively.