摘要
对带相关噪声的时变系统 ,基于Kalman滤波提出了统一和通用的最优白噪声估值器 ,它包括观测白噪声估值器和输入白噪声估值器两者 .提出了统一的固定点和固定区间最优白噪声平滑器 .特别对时不变系统提出了统一的稳态白噪声估值器 .它们为解决状态或信号估计和反卷积问题提供了新的途径和工具 ,且可应用于石油地震勘探数据处理 .一个Bernoulli_Gaussian白噪声的仿真例子说明了它们的有效性 .
Unifying and universal optimal white noise estimators are presented for the time_varying systems with the correlated noises, including the measurement white noise estimators and input white noise estimators. Unifying fixed point and fixed_interval optimal white noise smoothers are presented. And specially, unifying steady state white noise estimators are also presented for time invariant systems. They provide a new way to solve the problems of the state or signal estimation and deconvolution, and can be applied to data processing in oil exploration. A simulation example for Bernoulli_Gaussian white noise is given to show the effectiveness of those estimators.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
2003年第1期143-146,共4页
Control Theory & Applications
基金
国家自然科学基金 (697740 19)
黑龙江省自然科学基金 (F0 1-15 )资助项目