| 引用本文: | 邓自立,孙书利.基于Kalman滤波的带相关噪声系统统一的Wiener状态估值器[J].控制理论与应用,2003,20(4):573~576.[点击复制] |
| DENG Zi-li,SUN Shu-li.Wiener state estimators based on Kalman filtering for systems with correlated noises[J].Control Theory and Technology,2003,20(4):573~576.[点击复制] |
|
| 基于Kalman滤波的带相关噪声系统统一的Wiener状态估值器 |
| Wiener state estimators based on Kalman filtering for systems with correlated noises |
| 摘要点击 1622 全文点击 1256 投稿时间：2002-03-04 修订日期：2002-10-22 |
| 查看全文 查看/发表评论 下载PDF阅读器 |
| DOI编号 10.7641/j.issn.1000-8152.2003.4.019 |
| 2003,20(4):573-576 |
| 中文关键词 相关噪声系统 状态估计 Wiener滤波器 Kalman滤波方法 |
| 英文关键词 systems with correlated noises state estimation Wiener state filter Kalman filtering method |
| 基金项目 黑龙江省自然科学基金(F01-15). |
|
| 中文摘要 |
| 基于Kalman滤波和白噪声估值器, 对带非零均值相关噪声系统提出了渐近稳定的统一的和通用的Wiener状态估值器. 它们可统一处理滤波、平滑和预报问题, 且避免了计算最优初始状态估值. 它们揭示了Kalman滤波器和Wiener滤波器之间的关系.一个仿真例子说明其有效性. |
| 英文摘要 |
| Based on the Kalman filtering and white noise estimators, the unified, general and asymptotically stable Wiener state estimators were presented for systems with correlated noises having non-zero means. They could handle the filtering, smoothing and prediction problems in a unified framework, and avoid computing the optimal initial state estimates. The relation between the Kalman filter and Wiener filter was discovered. A simulation example shows their effectiveness. |