带乘性噪声广义系统状态最优估计算法  

State Optimal Estimation Algorithm for Singular Systems with Multiplicative Noise

作　　者：褚东升[1] 高守婉[1] 

机构地区：[1]中国海洋大学工程学院,山东青岛266100

出　　处：《中国海洋大学学报（自然科学版）》2008年第5期814-818,共5页Periodical of Ocean University of China

基　　金：国家高科技发展计划项目(2006AA09Z115)资助

摘　　要：针对带乘性噪声广义系统,提出1种在线性最小方差意义下的状态最优估计算法。首先,采用标准分解将系统变换为2个子系统;其次,通过估计子系统的状态,获得原系统的状态最优滤波。同时,算法还给出了动态噪声与量测噪声的估计。仿真结果表明了该算法的有效性。The paper develops a state optimal estimation algorithm for singular systems with muitiplicative noise in the sense of linear minimum-variance. First, the system is transformed into two subsystems through standard decomposition. Then, based on the state estimation of the subsystems, the optimal filtering of the original system is obtained. The algorithm also presented a dynamic noise and noise measurement estimations. Computer simulation shows the effect of the algorithm.

关 键 词：乘性噪声 广义系统 标准分解 状态最优估计 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]