| 引用本文: | 邓自立 许燕.广义系统Wiener 滤波和Kalman 滤波新方法*[J].控制理论与应用,1999,16(5):634~638.[点击复制] |
| Deng Zili and Xu Yan.New Approaches to Wiener Filtering and Kalman Filtering For Descriptor Systems[J].Control Theory and Technology,1999,16(5):634~638.[点击复制] |
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| 广义系统Wiener 滤波和Kalman 滤波新方法* |
| New Approaches to Wiener Filtering and Kalman Filtering For Descriptor Systems |
| 摘要点击 844 全文点击 403 投稿时间：1997-12-02 修订日期：1998-08-26 |
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| DOI编号 |
| 1999,16(5):634-638 |
| 中文关键词 广义系统 广义Wiener状态滤波器 广义Kalman滤波器 现代时间序列分析方法 |
| 英文关键词 desriptor systems descriptor Wiener state estimators descriptor Kalman filter modem tine series analysis method |
| 基金项目 |
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| 中文摘要 |
| 应用时域上的现代时间序列分析方法，基于ARMA新息模型和白噪声估计理论，提出了广义系统的Wiener状态估值器和稳态Kalman估值器.它们可统一处理最优滤波、平滑和预报问题.它们避免了求解Diophantine方程和Riccati方程，因而构成了Wiener滤波和Kalman滤波新方法.两个仿真例子说明新方法的有效性. |
| 英文摘要 |
| Using the modem time series analysis method in the time domain, based on the autoegressive moving averge (ARMR)innovation model and whire noise estimaton theory, Wiener state estimators and steady-state Kalman estimators are presented for descriptor systems. They can handle the optimal filtering, smoothing and prediction problems in unified frame-works. They avoid the solution of the Diophantine equations and Riccati equations,and constitute new approaches to Wiener fil-tering and Kalman filtering. Two simulation examples show the usefulness of the new approaches. |