| 引用本文: | 邓自立,孙书利,郭金柱.Wiener状态去卷滤波器[J].控制理论与应用,2001,18(4):508~512.[点击复制] |
| DENG Zi-li,SUN Shu-li,GUO Jin-zhu.Wiener State Deconvolution Filters[J].Control Theory and Technology,2001,18(4):508~512.[点击复制] |
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| Wiener状态去卷滤波器 |
| Wiener State Deconvolution Filters |
| 摘要点击 1276 全文点击 852 投稿时间：1998-12-21 修订日期：2000-10-23 |
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| DOI编号 10.7641/j.issn.1000-8152.2001.4.008 |
| 2001,18(4):508-512 |
| 中文关键词 状态估计 信号处理 反卷积 Wiener滤波器 时域方法 现代时间序列分析方法 |
| 英文关键词 state estimation signal processing deconvolution Wiener filter time domain approach modern time series analysis method |
| 基金项目 国家自然科学基金(69774019)资助项目. |
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| 中文摘要 |
| 应用现代时间序列分析方法, 基于ARMA新息模型提出了一类带多重观测滞后和带滑动平均(MA)有色观测噪声系统的Wiener状态去卷滤波器. 它具有渐近稳定性和ARMA递推形式, 可统一处理滤波、平滑和预报问题, 且可用于解决带ARMA有色观测噪声系统状态估计和信号Wiener滤波与反卷积问题. 二个仿真例子说明了其有效性. |
| 英文摘要 |
| Using the modern time series analysis method, based on ARMA innovation model, the Wiener state deconvolution filters are presented for a class of systems with multiple measurement delays and with moving average(MA) coloured measurement noises. They have the asymptotic stability and autoregressive moving average(ARMA) recursive form. They can handle filtering, smoothing and prediction problems in a unified framework, and can be applied to solve the state estimation problem for systems with ARMA coloured measurement noise, and signal Wiener filtering and deconvolution problems. Two simulation examples show their effectiveness. |