| 带有色观测噪声系统统一的Wiener状态估值器 |
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| 引用本文： | 石莹 孙书利 等. 带有色观测噪声系统统一的Wiener状态估值器[J]. 科学技术与工程, 2003, 3(2): 109-111 |
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| 作者姓名： | 石莹 孙书利 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： | 通过对观测方程的线性变化，将带有色观测噪声系统化为带白色观测噪声的系统。基于自回归滑动平均（ARMA）新息模型，由稳态最优Kalman估值器导出了渐近稳定的Wiener状态估值器，可统一处理滤波、平滑和预报问题。一个仿真例子说明它们的有效性。
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| 关 键 词： | 状态估计 有色观测噪声 Wiener状态估值器 Kalman滤波方法 |
| 文章编号： | 1671-1815(2003)02-0109-03 |
| 修稿时间： | 2002-12-03 |
Unified Wiener State Estimators for Systems with Coloured Observation Noise |
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| SHI Ying,SUN Shuli,XU Yan,DENG Zili Department of Automation,Heilongjiang University,Harbin. Unified Wiener State Estimators for Systems with Coloured Observation Noise[J]. Science Technology and Engineering, 2003, 3(2): 109-111 |
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| Authors: | SHI Ying SUN Shuli XU Yan DENG Zili Department of Automation Heilongjiang University Harbin |
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| Affiliation: | SHI Ying,SUN Shuli,XU Yan,DENG Zili Department of Automation,Heilongjiang University,Harbin 150080 |
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| Abstract: | By means of a linear transformation of the observation equation, the system with coloured observation noise istransformed into the system with white observation noise. Based on the autoregressive moving average (ARMA) innovation mod-el, the asymptotically stable Wiener state estimators are derived via the steady-state optimal Kalman estimators. They can han-dle the filtering, smoothing and prediction problems in a unified framework. A simulation example shows their effectiveness. |
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| Keywords: | state estimation coloured observation noise Wiener state estimators Kalman filtering method |
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