| 时变系统的统一和通用的最优白噪声估值器 |
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| 引用本文： | 邓自立.时变系统的统一和通用的最优白噪声估值器[J].控制理论与应用,2003,20(1):143-146. |
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| 作者姓名： | 邓自立 |
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| 作者单位： | 黑龙江大学,自动化系,应用数学研究所,黑龙江,哈尔滨,150080 |
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| 基金项目： | 国家自然科学基金(69774019); 黑龙江省自然科学基金(F01-15)资助项目 |
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| 摘 要： | 对带相关噪声的时变系统,基于Kalman滤波提出了统一和通用的最优白噪声估值器,它包括观测白噪声估值器和输入白噪声估值器两者.提出了统一的固定点和固定区间最优白噪声平滑器.特别对时不变系统提出了统一的稳态白噪声估值器.它们为解决状态或信号估计和反卷积问题提供了新的途径和工具,且可应用于石油地震勘探数据处理.一个Bernoulli_Gaussian白噪声的仿真例子说明了它们的有效性.
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| 关 键 词： | 反射地震学 反卷积 白噪声估值器 Kalman滤波方法 |
| 文章编号： | 1000-8152(2003)01-0143-04 |
| 收稿时间： | 2001/3/12 0:00:00 |
| 修稿时间： | 2001年3月12日 |
Unifying and universal optimal white noise estimators for time-varying systems |
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| DENG Zi-li.Unifying and universal optimal white noise estimators for time-varying systems[J].Control Theory & Applications,2003,20(1):143-146. |
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| Authors: | DENG Zi-li |
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| Affiliation: | Institute of Applied Mathematics, Department of Automation, Heilongjiang University, Heilongjiang Harbin 150080,China |
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| Abstract: | Unifying and universal optimal white noise estimators are presented for the time_varying systems with the correlated noises, including the measurement white noise estimators and input white noise estimators. Unifying fixed point and fixed_interval optimal white noise smoothers are presented. And specially, unifying steady state white noise estimators are also presented for time invariant systems. They provide a new way to solve the problems of the state or signal estimation and deconvolution, and can be applied to data processing in oil exploration. A simulation example for Bernoulli_Gaussian white noise is given to show the effectiveness of those estimators. |
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| Keywords: | reflection seismology deconvolution white noise estimator Kalman filtering method |
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