检测与估计Bernoulli-Gaussian序列的Kalman滤波方法(英文)

Detection-Oriented Kalman Filtering for Bernoulli-Gaussian Sequence

本文采用一种“面向检测”的Kalman滤波器,对Bernoulli-Gaussian序列的脉冲出现时刻和脉冲高度进行在线估计,而该Bernoulli-Gaussian序列是在有噪声情况下量测的。所获之结果由数字仿真进行了验证。

A detection - oriented Kalman filter is employed for on-line estima-ting the arrival times and heights of a Bernoulli - Gaussian impulse sequence which is observed in the presence of noise. The results are illustrated by a simulation study.