通道特性相关时带乘性噪声系统观测噪声的最优估计  

Optimal Estimation of Measurement Noise for Systems with Relevant Multiplicative Noise in Observation Channels

作　　者：褚东升[1] 王璐[1] 陈萌[1] 

机构地区：[1]中国海洋大学工程学院,山东青岛266071

出　　处：《中国海洋大学学报（自然科学版）》2005年第2期273-276,共4页Periodical of Ocean University of China

基　　金：教育部科学技术研究重点项目 (0 2 1 31 )资助

摘　　要：研究在较弱的乘性噪声条件下系统观测噪声的最优估计问题 ,就乘性噪声为一般随机矩阵且各观测通道乘性噪声在同时刻相关的情形 ,给出了在线性最小方差意义下的观测噪声最优滤波算法和最优平滑算法。针对这些算法进行了仿真研究 ,仿真结果表明算法有较好的估计效果。In this paper an optimal filtering algorithm and an optimal smoothing algorithm for the estimation of measurement noise are developed for systems with multiplicative noise. They are developed on the condition that the multiplicative noise is in the form of a general stochastic matrix and all the multiplicative noise from each observation channel is correlated simultaneously. These two algorithms are optimal in the sense of linear minimum-variance. Some simulations have been provided to show the validity of these algorithms.

关 键 词：通道特性 乘性噪声 线性最小方差估计 观测噪声估计器 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]