哈尔滨工业大学学报（英文版）2004，Vol.11Issue(3)：338-340,3.
Optimum deconvolution algorithm for system with multiplicative white noise and additive correlative noise
Optimum deconvolution algorithm for system with multiplicative white noise and additive correlative noise
王会立 1陈希信2
作者信息
- 1. Dept. of Fundamental Discipline, Harbin Commercial University, Harbin 150076, China
- 2. College of Underwater Acoustic Engineering, Harbin Engineering University, Harbin 150001, China
- 折叠
摘要
Abstract
The optimum state filter and fixed-interval smoother and the optimum deconvolution algorithm for system with multiplicative noise are derived upon the condition that the dynamic noise correlates itself in one-step and correlates with the measurement noise at the present step as well as one past step, and the multiplicative noise is white and statistically independent of the dynamic noise and the measurement noise. A simulation example demonstrates the effectiveness of the above-mentioned deconvolution algorithm.关键词
system with multiplicative noise/state filter/state smoother/optimum deconvolutionKey words
system with multiplicative noise/state filter/state smoother/optimum deconvolution分类
信息技术与安全科学引用本文复制引用
王会立,陈希信..Optimum deconvolution algorithm for system with multiplicative white noise and additive correlative noise[J].哈尔滨工业大学学报（英文版）,2004,11(3):338-340,3.
