Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise

CHU Dongsheng; LIANG Meng; SHI XinZHANG Ling

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Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise

机译：随机二维FMM最优滤波算法带乘性噪声Ⅱ

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摘要

A stochastic two-dimensional Fornasini-Marchesini's Model Ⅱ (2-D FMM Ⅱ) with multiplicative noise is given, and a filtering algorithm for this model, which is optimal in the sense of linear minimum-variance, is developed. The stochastic 2-D FMM Ⅱ with multiplicative noise can be reduced to a 1-D model, and the proposed optimal filtering algorithm for the stochastic 2-D FMM Ⅱ with multiplicative noise is obtained by using the state estimation theory of 1-D systems. An example is given to illustrate the validity of this algorithm.

机译：一个随机二维乘性噪声,和过滤这个模型的算法,这是最优的线性最小方差,。随机二维FMMⅡ乘法噪声可以被简化为一维模型,提出了最优的滤波算法带乘性噪声随机二维FMMⅡ通过使用的状态估计理论一维系统。该算法的有效性。

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来源
《Journal of Ocean University of China》 |2004年第1期|106-110|共5页
作者
CHU Dongsheng; LIANG Meng; SHI XinZHANG Ling;
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作者单位

Engineering College, Ocean University of China, Qingdao 266003, P.R.China;

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原文格式 PDF
正文语种英语
中图分类 P-093;
关键词
multiplicative noise; Filtering algorithms; Stochasticoptimal filters;

机译：乘法噪声;过滤算法;Stochasticoptimal过滤器;

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1. Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise [J] . CHU Dongsheng, LIANG Meng, SHI Xin, 中国海洋大学学报（英文版） . 2004,第001期
2. Optimum deconvolution algorithm for system with multiplicative white noise and additive correlative noise [J] . 王会立, 陈希信哈尔滨工业大学学报（英文版） . 2004,第003期
3. A new adaptive filtering algorithm for systems with multiplicative noise [J] . WANG Hui-li, CHEN Xi-xin, LU Qian-hao 哈尔滨工业大学学报（英文版） . 2005,第001期
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Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise

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