中国海洋大学学报（自然科学版）2011，Vol.41Issue(12)：109-113,117,6.
带乘性噪声系统状态滤波的自适应算法
Adaptive State Filtering Algorithm for System with Multiplicative Noise
摘要
Abstract
The system with multiplicative noise has always been the global research hot spot for its wide applicability. This paper aims at finding an adaptive algorithm for the system with multiplicative noise to identify the covariance of the measurement noise and dynamic noise with Gaussian distribution. Since the characteristic of the innovation of the system with multiplicative noise is similar to that of the linear system during the steady state, the conventional identification method is revised to solve the state estimation problem of the nonlinear system. Furthermore this paper proposes further improvement to enhance the accuracy based on the characteristic of the innovation. Finally, the simulation results validate the method.关键词
乘性噪声/状态滤波/自适应/新息协方差Key words
multiplicative noise/ filter/ adaptive/ innovation分类
信息技术与安全科学引用本文复制引用
褚东升,宁云磊,张玲..带乘性噪声系统状态滤波的自适应算法[J].中国海洋大学学报（自然科学版）,2011,41(12):109-113,117,6.基金项目
国家自然科学基金项目(60704023) （60704023）
山东省自然科学基金项目(ZR2010DQ003)资助 （ZR2010DQ003）
