| 引用本文: | 盛 梅, 邹 云.时变系统的统一和通用的最优噪声估值器[J].控制理论与应用,2005,22(3):511~514.[点击复制] |
| SHENG Mei, ZOU Yun.Unifying and universal optimal noise estimators for time-varying systems[J].Control Theory and Technology,2005,22(3):511~514.[点击复制] |
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| 时变系统的统一和通用的最优噪声估值器 |
| Unifying and universal optimal noise estimators for time-varying systems |
| 摘要点击 1073 全文点击 994 投稿时间：2003-05-04 修订日期：2004-09-29 |
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| DOI编号 10.7641/j.issn.1000-8152.2005.3.035 |
| 2005,22(3):511-514 |
| 中文关键词 噪声估值器 平滑器 Kalman滤波 |
| 英文关键词 noise estimator smoother Kalman filter |
| 基金项目 国家自然科学基金资助项目(60474078). |
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| 中文摘要 |
| 对于带相邻及同一时刻相关噪声的时变系统,基于Kalman滤波理论提出了统一和通用的最优噪声估值器,包括观测噪声估值器和输入噪声估值器,提出了统一和通用的固定点和固定区间的最优噪声平滑器,它们为解决状态和信号估计问题提供了新的工具.一个仿真算例说明了其有效性. |
| 英文摘要 |
| Unifying and universal optimal noise estimators are presented for the time-varying systems with the correlated noise both at the same time and the next time,including the measurement noise estimators and input noise estimators.Unifying fixed-point and fixed interval optimal noise smoothers are also presented.They provide a new tool in solving the problems of the state and signal estimators.A simulation example is given to show the effectiveness of those estimators. |