Filtering With Uncertain Noise

Robert J. Elliott

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Filtering With Uncertain Noise

机译：过滤不确定的噪声

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摘要

Filtering is concerned with estimating signals observed in noise. In this technical note, we consider a signal which is a Markov chain. In turn, this is observed in Gaussian noise whose parameters are not known. Peng has considered nonlinear expectations which can be represented as the supremum of a family of expectations. This approach is followed below, providing one of the first studies of filtering in this framework by extending methods of Elliott et al.. Modified recursive filters are derived where expected values are replaced by maximum likelihoods.

机译：滤波与估计在噪声中观察到的信号有关。在本技术说明中，我们考虑一个信号，即马尔可夫链。反过来，这在参数未知的高斯噪声中观察到。 Peng曾考虑过非线性期望，可以将其表示为一系列期望的最高值。下面采用这种方法，通过扩展Elliott等人的方法，提供了该框架中最早的过滤研究之一。派生了改进的递归过滤器，其中期望值被最大似然替代。

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来源
《Automatic Control, IEEE Transactions on》 |2017年第2期|876-881|共6页
作者
Robert J. Elliott;
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作者单位

School of Mathematics, Haskayne School of Business, University of Adelaide, University of Calgary, Adelaide, SA 5005, Calgary, AB, AustraliaCanada;

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正文语种 eng
中图分类
关键词
Markov processes; Random variables; Uncertainty; Gaussian noise; Filtering; Mathematical model; Extraterrestrial measurements;

机译：马尔可夫过程;随机变量;不确定度;高斯噪声;滤波;数学模型;地外测量;

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1. Finite-horizon robust Kalman filtering for uncertain discrete time-varying systems with uncertain-covariance white noises [J] . Zhe Dong, Zheng You IEEE signal processing letters . 2006,第8期

机译：具有不确定协方差白噪声的不确定离散时变系统的有限水平鲁棒卡尔曼滤波
2. Optimal filtering for uncertain systems with stochastic nonlinearities, correlated noises and missing measurements [J] . Zhang Shuo, Zhao Yan, Li Min, Systems Engineering and Electronics, Journal of . 2015,第5期

机译：具有随机非线性，相关噪声和缺失测量的不确定系统的最佳滤波
3. Optimal filtering for uncertain systems with stochastic nonlinearities, correlated noises and missing measurements [J] . Shuo ZhangYan ZhaoMin Li, Jianhui Zhao 系统工程与电子技术（英文版） . 2015,第005期

机译：具有随机非线性，相关噪声和缺失测量的不确定系统的最佳滤波
4. Robust Filtering for Uncertain Discrete-Time Systems with Uncertain Noise Covariance and Uncertain Observations [C] . Shady M. Korany Mohamed, Saeid Nahavandi IEEE International Conference on Industrial Informatics . 2008

机译：具有不确定的噪声协方差和不确定观察的不确定离散系统的鲁棒滤波
5. Subband Adaptive Filtering for Active Broadband Noise Control with Application to Road Noise Inside Vehicles [D] . Long, Guo. 2020

机译：用于主动宽带噪声控制的子带自适应滤波，应用于车辆内的道路噪声
6. A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance [O] . Binqi Zheng, Pengcheng Fu, Baoqing Li, 2018

机译：不确定噪声协方差的非线性估计的鲁棒自适应无味卡尔曼滤波器
7. Robust filtering for uncertain discrete-time systems with uncertain noise covariance and uncertain observations [O] . Mohamed, Shady M. Korany, Nahavandi, Saeid 2008

机译：具有不确定噪声协方差和不确定观测值的不确定离散时间系统的鲁棒滤波

Filtering With Uncertain Noise

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