| 引用本文: | 邓自立, 许 燕.基于Kalman滤波的通用和统一的白噪声估计方法[J].控制理论与应用,2004,21(4):501~506.[点击复制] |
| DENG Zi-li, XU Yan.General and unified white noise estimation approachbased on Kalman filtering[J].Control Theory and Technology,2004,21(4):501~506.[点击复制] |
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| 基于Kalman滤波的通用和统一的白噪声估计方法 |
| General and unified white noise estimation approachbased on Kalman filtering |
| 摘要点击 1371 全文点击 1437 投稿时间：2002-10-14 修订日期：2003-06-30 |
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| DOI编号 10.7641/j.issn.1000-8152.2004.4.003 |
| 2004,21(4):501-506 |
| 中文关键词 反射地震学 输入白噪声估值器 观测白噪声估值器 最优和稳态白噪声估值器 Kalman滤波方法 |
| 英文关键词 reflection seismology input white noise estimator measurement white noise estimator optimal and steady_state white noise estimator Kalman filtering method |
| 基金项目 国家自然科学基金项目(60374026); 黑龙江省自然科学基金项目(F01-15). |
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| 中文摘要 |
| 用射影理论,基于Kalman滤波提出了通用和统一的白噪声估计方法,可统一解决带非零均值相关噪声的线性离散时变随机控制系统的白噪声滤波、平滑和预报问题.提出了输入白噪声估值器和观测白噪声估值器,最优和稳态白噪声估值器,固定点、固定滞后和固定区间白噪声平滑器,白噪声新息滤波器和Wiener滤波器.它可应用于石油地震勘探信号处理和状态估计,为解决信号和状态估计问题,提供了新的途径和工具.关于Bernoulli-Gaussian白噪声估值器的仿真例子说明了其有效性. |
| 英文摘要 |
| By the projection theory,general and unified white noise estimation approach is proposed based on Kalman filtering.It can solve the white noise filtering,smoothing and prediction problems in a unified framework for linear discrete time_varying stochastic control systems with correlated noises having non_zero mean.The input white noise estimators and measurement white noise estimators,optimal and steady_state white noise estimators,fixed point,fixed lag and fixed interval white noise smoothers,and white noise innovation filter and Wiener filter are presented.The approach can be applied to signal processing in oil seismic exploration and state estimation,and provide a new way to solve the signal and state estimation problems.The simulation example for Bernoulli_Gaussian white noise estimators shows its effectiveness. |
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