自动化学报2005，Vol.31Issue(3)：385-393,9.
基于一般紧支撑小波的一类动态多尺度系统最优估计算法
Modeling and Estimation of a Class of Dynamic Multiscale Systems by General Compactly Supported Wavelet
摘要
Abstract
This paper addresses the problem of dynamic multiscale system (DMS) estimation. Research achievements in the related area have been reported in the literature, but they either rely on the assumption of stationaxity of the observed process or are difficult to be implemented. In this paper, a model of DMS that meets the requirements of the standard discrete time Kalman filtering is built and is realized by general compactly supported wavelet. The introduction of the state space projection equation and the augmentation of measurement equation are a major part of the novelty in our work. A theorem on the optimal filtering output at each scale is put forward. Experimental results are given to verify our methods' superior performances.关键词
Dynamic multiscale system/compactly supported wavelet/Kalman filteringKey words
Dynamic multiscale system/compactly supported wavelet/Kalman filtering分类
信息技术与安全科学引用本文复制引用
潘泉,崔培玲,张磊,张洪才..基于一般紧支撑小波的一类动态多尺度系统最优估计算法[J].自动化学报,2005,31(3):385-393,9.基金项目
Supported by National Natural Science Foundation of P. R. China (60172037) （60172037）
