摘要
二值时间序列的检测问题存在于具有跳变输入的Ｋａｌｍａｎ滤波及最优平滑等实际应用中．本文基于系统平滑估值的频域特性和极大似然原理，给出一种阈值检测方法，算法可用一次最优平滑实现．
The detection of binary time series has applications in the optimal filtering and smoothing of systems with jumping input sequences.Based on the frequency domain properties of optimal smoothing and maximum likelihood estimation principle,a threshold detector is obtained in this paper.The detection algorithm is implemented by one pass of optimal smoothing.The effectiveness of this algorithm is verified by simulation result.
出处
《信息与控制》
CSCD
北大核心
1996年第6期345-349,372,共6页
Information and Control
关键词
阈值检测
时间序列
地震信号处理
optimal smoothing, binary detection,maximum likelihood estimation,threshold detection
