摘要
Presented here is a new adaptive state filtering algorithm for systems with multiplicative noise. This algorithm estimates the vector state of the system and the statistics of noise when all the statistics of noise are unknown. This filtering algorithm is a simple recursive structure. A simulation example is presented which demonstrates the effectiveness of this filtering algorithm.
Presented here is a new adaptive state filtering algorithm for systems with multiplicative noise. This algorithm estimates the vector state of the system and the statistics of noise when all the statistics of noise are unknown. This filtering algorithm is a simple recursive structure. A simulation example is presented which demonstrates the effectiveness of this filtering algorithm.
关键词
噪音
滤波器
信号处理技术
地震勘探技术
system with multiplicative noise
adaptive filtering
statistics of noise
