西安理工大学学报2011，Vol.27Issue(2)：160-164,5.
乘性噪声系统滤波问题研究
Research on Filter Problem for Multiplicative Noise Systems
摘要
Abstract
Considering the state and output of the stochastic system in the presence of multiplicative and additive noise, the recursive algorithms of the optimum state estimation of the dynamic system, including optimal prediction, filtering and smoothing, is presented though minimizing mean square error. The simulation results show that the estimation reflects the real value of the state and the fine quality of the estimator commendably.关键词
随机系统/滤波/乘性噪声Key words
stochastic system/ filter/ multiplicative noise分类
信息技术与安全科学引用本文复制引用
焦尚彬,谢国,钱富才..乘性噪声系统滤波问题研究[J].西安理工大学学报,2011,27(2):160-164,5.基金项目
国家自然科学基金资助项目(60874033) （60874033）
Supported by Natural Science Foundation of PRC (60874033). （60874033）
