引用本文:邓自立.时变系统的统一和通用的最优白噪声估值器[J].控制理论与应用,2003,20(1):143~146.[点击复制]
DENG Zi-li.Unifying and universal optimal white noise estimators for time-varying systems[J].Control Theory and Technology,2003,20(1):143~146.[点击复制]
时变系统的统一和通用的最优白噪声估值器
Unifying and universal optimal white noise estimators for time-varying systems
摘要点击 1601  全文点击 1194  投稿时间:2001-03-12  修订日期:2001-12-26
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DOI编号  
  2003,20(1):143-146
中文关键词  反射地震学  反卷积  白噪声估值器  Kalman滤波方法
英文关键词  reflection seismology  deconvolution  white noise estimator  Kalman filtering method
基金项目  国家自然科学基金(69774019); 黑龙江省自然科学基金(F01-15)资助项目
作者单位E-mail
邓自立 黑龙江大学 自动化系 应用数学研究所,黑龙江哈尔滨 150080 dzl@hlju.edu.cn 
中文摘要
      对带相关噪声的时变系统,基于Kalman滤波提出了统一和通用的最优白噪声估值器,它包括观测白噪声估值器和输入白噪声估值器两者.提出了统一的固定点和固定区间最优白噪声平滑器.特别对时不变系统提出了统一的稳态白噪声估值器.它们为解决状态或信号估计和反卷积问题提供了新的途径和工具,且可应用于石油地震勘探数据处理.一个Bernoulli_Gaussian白噪声的仿真例子说明了它们的有效性.
英文摘要
      Unifying and universal optimal white noise estimators are presented for the time_varying systems with the correlated noises, including the measurement white noise estimators and input white noise estimators. Unifying fixed point and fixed_interval optimal white noise smoothers are presented. And specially, unifying steady state white noise estimators are also presented for time invariant systems. They provide a new way to solve the problems of the state or signal estimation and deconvolution, and can be applied to data processing in oil exploration. A simulation example for Bernoulli_Gaussian white noise is given to show the effectiveness of those estimators.