A NEW HYBRID WAVELET-KALMAN FILTER METHOD FOR THE ESTIMATION OF DYNAMIC SYSTEM  

作　　者：Wen Chenglin Xie Jin Zhou Funa Wen Chuanbo 

机构地区：[1]School of Automation, Hangzhou Dianzi University, Hangzhou 310018, China [2]School of Computer ＆ Information Engineering, Henan University, Kaifeng 475001,China [3]Dept of Accounting, Guangdong Vocational Institute of Science and Technology, Guangzhou 510640, China

出　　处：《Journal of Electronics(China)》2006年第1期139-143,共5页电子科学学刊（英文版）

基　　金：Supported by National Natural Science Foundation of China(No.60434020, 60374020)International Cooperation Item of Henan(No.0446650006)Henan Outstanding Youth Science Fund(No.0312001900)

摘　　要：A new hybrid wavelet-Kalman filter method for the estimation of dynamic system is developed, Using this method, the real-time multiscale estimation of the dynamic system is implemented, and the observation equation established is for the object signal itself rather than its wavelet decomposition. The simulation results show that this method can be used to estimate the object's state of the stacked system, which is the foundation of multiscale data fusion; besides the performance of the new algorithm developed in the letter is almost optimal.A new hybrid wavelet-Kalman filter method for the estimation of dynamic system is developed, Using this method, the real-time multiscale estimation of the dynamic system is implemented, and the observation equation established is for the object signal itself rather than its wavelet decomposition. The simulation results show that this method can be used to estimate the object＇s state of the stacked system, which is the foundation of multiscale data fusion; besides the performance of the new algorithm developed in the letter is almost optimal.

关 键 词：REAL-TIME Multiscale estimation Dynamic system Wavelet transform Kalman filter 

分 类 号：TN713[电子电信—电路与系统]