一类广义过程非观测分量依可观测分量随机信号的最优滤波与估计  

The Optimal Filter and Estimation of a Kind of the Random Signals of the Unmeasurable Components Based on Its Measurable Components in the Generalized Process

作　　者：肖筱南[1] 

机构地区：[1]西安石油大学理学院,陕西西安710065

出　　处：《系统工程》2004年第7期84-87,共4页Systems Engineering

基　　金：陕西省自然科学研究基金资助项目(2001C54)

摘　　要：研究信号传递系统中一类含分式有理谱密度广义过程非观测分量依可观测分量随机信号的最优滤波与估计问题。为了有效提高此类信号传递系统的信息滤波效率,在首先建立此类含分式有理谱密度多维广义过程随机信息序列模型并对此类过程非观测分量依可观测分量随机信号进行最佳线性估计与均方误差分析的基础上,深入研究此类广义过程随机信号的最优递推滤波与估计。研究结果表明,本文给出的最优递推滤波算法及其得到的最优递推滤波和最佳线性估计方程,对于解决该类广义过程随机信号的最优滤波与估计效果甚佳,为进一步提高此类信号传递系统的效率提供了一种非常有效的数学处理方法。The article discusses the problem of the optimal filter and estimation in the signal transmition system. To improve the efficiency of the system's successfully, what is fivst to set up is the multi-dimensional generalized stationary stochastic (sequence) with fraction rational spectral density, and in the process it gets the best linear estimation and mean sgnare analysis for the unmeasurable component according to the measurable random signals. So, the optimal filter and the random signal (estimation) in the generalized process are deeply studied. The result shows that the optimal recursive filtering algorithm, (recursive) filtering and the best linear estimation equation are good for this optimal filter and estimation of the random signal in the generalized process. And a very effective mathematic method is thus developed to improve the efficiency of this (systemforettere.)

关 键 词：谱密度 广义过程 随机信号 随机测度 最优滤波 最优估计 

分 类 号：O21[理学—概率论与数理统计]