| 基于Kalman滤波的稳态白噪声估值器 |
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| 引用本文： | 邓自立 王好谦 等. 基于Kalman滤波的稳态白噪声估值器[J]. 科学技术与工程, 2002, 2(3): 3-5 |
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| 作者姓名： | 邓自立 王好谦 等 |
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| 作者单位： | 黑龙江大学自动化系,哈尔滨,150080 |
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| 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) |
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| 摘 要： | 基于 Kalman 滤波,对带非零均值的相关噪声系统提出了统一的稳态白噪声估值器,可统一处理白噪声滤波、平滑和预报问题。它们包括稳态输入白噪声估值器和观测白噪声估值器,且包括白噪声新息滤波器和 Wiener 滤波器。一个 Bernoulli-Gaussian 白噪声的仿真例子说明了它们的有效性。
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| 关 键 词： | 稳态白噪声估值器 白噪声新息滤波器 白噪声 Wiener 滤波器 Kalman 滤波方法 |
| 修稿时间： | 2002-02-28 |
Steady-state White Noise Estimators Based on Kalman Filtering |
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| DENG Zili WANG Haoqian ZHANG Mingbo. Steady-state White Noise Estimators Based on Kalman Filtering[J]. Science Technology and Engineering, 2002, 2(3): 3-5 |
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| Authors: | DENG Zili WANG Haoqian ZHANG Mingbo |
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| Abstract: | Based on the Kalman filtering,the unified steady-state white noise estimators are presented for systems with correlated noises having non-zero means,which can handle the while noise filtering, smoothing and prediction problems in a unified framework.They include the steady-state input white noise estimators and measurement white noise estimators,and include the white noise innovation filters and Wiener filters.A simulation example for Bemoulli-Gaussian white noise shows their effectiveness. |
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| Keywords: | steady-state white noise estimator white noise innovation filter white noise Wiener filter Kalman filtering method |
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