一类非可测二维扩散非平稳过程的局部最佳状态估计  

Local optimal state estimation of non-measurable two-dimension diffusion nonstationary processes

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：《西安石油大学学报（自然科学版）》2004年第2期83-85,共3页Journal of Xi’an Shiyou University（Natural Science Edition）

基　　金：陕西省自然科学研究基金资助项目 (2 0 0 1 C5 4 )

摘　　要：在概率空间 (Ω ,F,p)中 ,研究了信号处理中一类二维扩散非平稳 Markov过程 (θt,ζt) ,0≤ t≤ T的不可观测分量θt依观测结果ζs,s≤ t的最佳状态估计问题 ;探讨了这类随机函数的最佳估计解的唯一性 ,得到了用于估计二维扩散非平稳 Markov过程不可观测分量最佳状态的最佳非线性滤波方程 。In the probability space ( Ω ,F, p ), the author studies a optimal state estimation problem about the non-measurable entry according to the measurable result during the two-dimension nonstationary Markov's diffusion procedure in the signal processing. The uniqueness of the optimal estimation solution of random functions is discussed and the optimal nonlinear filtering equation is obtained which is used for estimating the optimal state of the non-measurable entry in two-dimension nonstationary Markov's diffusion procedure. The result of the study in the paper solves the problems of the detection filtering and the optimal state estimation of the kind of random signals satisfactorily.

关 键 词：信号处理 随机函数 非线性滤波 测分量 概率空间 非线性控制系统 

分 类 号：O231.2[理学—运筹学与控制论]