基于Daubechies4小波的数据融合估计算法

Wavelet Daubechies 4 Based Data Fusion Estimation Algorithm

利用Daubechies 4小波对最细尺度上给定的状态方程进行多尺度分解 ,在各个较粗尺度上 ,建立起新的多尺度随机动态模型。基于此 ,给出多尺度递归数据融合估计算法 ,从而在最细尺度上 ,获得状态基于全局观测信息的最优估计值。严格推理证明了方法的正确性 ,计算机仿真验证了其有效性。

By using Daubechies 4 wavelet,decomposed the state equation given in the finest scale,and achieved a new multiscale stochastic dynamic model in every coarse scales.Presented a new mulsticale recursive data fusion estimation algorithm and in the finest scale achieved the ideal state estimation based on the global measurement information.Proved the validity of the algorithm through strict reasoning and showed its effectiveness through computer simulations.Enriched the multisensor data fusion theory and the Kalman filter theory and application.