A new adaptive filtering algorithm for systems with multiplicative noise |
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| Authors: | Wang Hui-li CHEN Xi-xin LU Qian-hao |
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| Affiliation: | 1. Dept. of Fundamental Discipline, Harbin Commercial University, Harbin 150076, China
2. College of Underwater Acoustic Engineering, Harbin Engineering University, Harbin 150001 ,China |
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| Abstract: | Presented here is a new adaptive state filtering algorithm for systems with multiplicative noise. This algorithm estimates the vector state of the system and the statistics of noise when all the statistics of noise are unknown. This filtering algorithm is a simple recursive structure. A simulation example is presented which demonstrates the effectiveness of this filtering algorithm. |
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| Keywords: | system with multiplicative noise adaptive filtering statistics of noise |
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