时变系统的统一和通用的最优白噪声估值器

英文篇名：Unifying and universal optimal white noise estimators for time-varying systems
中文刊名：控制理论与应用
英文刊名：Control Theory & Applications
作者：邓自立
英文作者：DENG Zi_li (Institute of Applied Mathematics ; Department of Automation ; Heilongjiang University ; Heilongjiang Harbin 150080 ; China)
中文关键词：反射地震学 ; 反卷积 ; 白噪声估值器 ; Kalman滤波方法
英文关键词：reflection seismology ; deconvolution ; white noise estimator ; Kalman filtering method
出版日期：2003-02-25
机构：黑龙江大学自动化系应用数学研究所黑龙江哈尔滨150080
年：2003
期：01
出版单位：控制理论与应用

摘要

对带相关噪声的时变系统 ,基于Kalman滤波提出了统一和通用的最优白噪声估值器 ,它包括观测白噪声估值器和输入白噪声估值器两者 .提出了统一的固定点和固定区间最优白噪声平滑器 .特别对时不变系统提出了统一的稳态白噪声估值器 .它们为解决状态或信号估计和反卷积问题提供了新的途径和工具 ,且可应用于石油地震勘探数据处理 .一个Bernoulli_Gaussian白噪声的仿真例子说明了它们的有效性 .
Unifying and universal optimal white noise estimators are presented for the time_varying systems with the correlated noises, including the measurement white noise estimators and input white noise estimators. Unifying fixed point and fixed_interval optimal white noise smoothers are presented. And specially, unifying steady state white noise estimators are also presented for time invariant systems. They provide a new way to solve the problems of the state or signal estimation and deconvolution, and can be applied to data processing in oil exploration. A simulation example for Bernoulli_Gaussian white noise is given to show the effectiveness of those estimators.

引文

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