对于一个带未知观测噪声的反卷积系统的信息融合估计算法

Information Fusion Identification Algorithm for the Deconvolution System with Unknown Observation Noises

对于一个带未知观测噪声的反卷积系统,在部分参数未知的前提下,提出了一种信息融合估计算法。使用该算法可首先得到对未知参数的无偏融合估计,并可得到对未知观测噪声的无偏融合估计,最后证明估计的收敛性,并用Matlab仿真实例对算法的有效性进行证明。

For the deconvolution system with unknown observation noises,when part of the parameters is unknown,an information fusion estimation algorithm is presented. By using this algorithm,firstly,the unbiased fusion estimations of the unknown parameters are obtained; secondly,the unbiased fusion estimations of the observation noises are obtained; finally,the convergence of the estimations is proved. An example shows the effectiveness of the algorithm.