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 and Technology,1989,6(S2):117~123.[点击复制] |
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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 1054 全文点击 481 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 |
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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]. |
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