引用本文:邓自立 ,解三名.一类多重时滞系统的噪声统计估计器和自适应滤波[J].控制理论与应用,1989,6(S2):117~123.[点击复制]
Deng Zili,Xie Sanming.Noise Statistics Estimators and Adaptive Filtering for a Class of Systems with Multiple Time Delays[J].Control Theory & Applications,1989,6(S2):117~123.[点击复制]
一类多重时滞系统的噪声统计估计器和自适应滤波
Noise Statistics Estimators and Adaptive Filtering for a Class of Systems with Multiple Time Delays
摘要点击 1395  全文点击 609  投稿时间：1986-04-15  修订日期：1987-08-08
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DOI编号  
  1989,6(S2):117-123
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英文关键词  
基金项目  
作者单位
邓自立 ,解三名 黑龙江大学应用数学研究所 
中文摘要
      对于带有色观测噪声和多重滞后观测的线性离散系统，本文提出了：1）次优递推滤波器；2）次优无偏递推极大后验（MAP）噪声统计估计器；3）自适应时变噪声统计估计器；4）自适应递推滤波器，推广了Sage和Husa[1]和笔者[2]的结果。数值仿真例子证明了本文结果的有效性。本文结果可应用于地震信号去卷[5]。
英文摘要
      For discrete linear systems with coloured observation noise and multiple delay observation, this paper presents (i) suboptimal recursive filter; (ii) suboptimal unbiased recursive maximum a-posteriori (MAP) estimators of unknown constant noise statistics; (iii) adaptive time-varying noise statistics estimators, and (iv) adaptive recursive filter. The results of Sage and Husa[1] and author[2] are extended. Numerical simulation example is given to show usefulness of proposed results. The results of this paper can be applied to the deconvolution of seismic signals[5].