有色噪声自适应滤波的研究

本文利用复杂输出相关法解决测量噪声为有色且无任何先念知识的一种自适应滤波方法.该方法对处理有色噪声的滤波不采用扩大状态变量的方法,采用等效观测方程的方法,使得计算没有复杂化,滤波器的维数没有增加,并通过实例模型进行计算,表明该方法可行.

A Research on Adaptive Filtering of Color Noise

The kalman filter is known to the able to strain the observable noise ofasystem,but it is based on the knowledge of the variance of system noise andmeasurement noise.In general,these variances are not easy to derive,so it isnecessary to add an adaptive technique to the kalman filter system.This papersubmits a kind of adaptive filtering method to solve the problem of the unknowncolor observable noise,making use of the complicated correlative method of thesystem output.This method adopts the equivalent observable equation to avoidexpanding the dimension of the state variate while the color noise is leing filteres.This can avoid complicated computation and the expansion of the dimension of thefilter.This system gives a good performance through computer simulation of theactual model.