摘要
该文提出了非线性状态方程约束下的一类动态多尺度系统的模型及估计方法,该系统的状态方程是非线性的,多个传感器在状态空间的一个闭子空间序列中对系统状态进行观测。该文用状态空间投影方程将多个尺度联系起来,建立了一种新的集中式系统模型,该模型满足UnscentedKalmanFilter(UKF)条件。给出了基于Haar小波的模型的具体形式和估计算法,MonteCarlo仿真结果验证了该文算法的有效性。
In this paper,modeling and estimation of a class of nonlinear dynamic multiscale system is proposed.The system state is described by a nonlinear equation,and is observed by multiple sensors in a closed subspace sequence of the state space.The state space projection equation is used to link the scales,and a centralized model is built.The model of new system satisfies the Unscented Kalman Filter condition.Haar-wavelet-based model and estimation algorithm is given.Monte Carlo simulation results verify the validation of the algorithm.
出处
《计算机工程与应用》
CSCD
北大核心
2004年第3期23-25,共3页
Computer Engineering and Applications
基金
国家自然科学基金(编号:60172037)
教育部"跨世纪优秀人才培养计划"基金(编号:教技函犤2000犦1号)
