时变系统的统一和通用的最优噪声估值器  

Unifying and universal optimal noise estimators for time-varying systems

作　　者：盛梅[1] 邹云[1] 

机构地区：[1]南京理工大学自动化系,江苏南京210094

出　　处：《控制理论与应用》2005年第3期511-514,共4页Control Theory & Applications

基　　金：国家自然科学基金资助项目(60474078).

摘　　要：对于带相邻及同一时刻相关噪声的时变系统,基于Kalman滤波理论提出了统一和通用的最优噪声估值器,包括观测噪声估值器和输入噪声估值器,提出了统一和通用的固定点和固定区间的最优噪声平滑器,它们为解决状态和信号估计问题提供了新的工具.一个仿真算例说明了其有效性.<Abstrcat> Unifying and universal optimal noise estimators are presented for the time-varying systems with the correlated noise both at the same time and the next time,including the measurement noise estimators and input noise estimators.Unifying fixed-point and fixed interval optimal noise smoothers are also presented.They provide a new tool in solving the problems of the state and signal estimators.A simulation example is given to show the effectiveness of those estimators.

关 键 词：噪声估值器 平滑器 KALMAN滤波 

分 类 号：TN911.4[电子电信—通信与信息系统]