| 基于Kalman滤波的统一的Wiener状态滤波器 |
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| 引用本文： | 邓自立,高 媛,王好谦.基于Kalman滤波的统一的Wiener状态滤波器[J].控制理论与应用,2004,21(6):1003-1006. |
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| 作者姓名： | 邓自立 高 媛 王好谦 |
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| 作者单位： | 黑龙江大学,自动化系,黑龙江,哈尔滨,150080 |
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| 基金项目： | 国家自然科学基金项目 (60374026). |
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| 摘 要： | 对于带相关噪声系统 ,基于稳态Kalman滤波器和自回归滑动平均 (ARMA)新息模型 ,提出了统一的渐近稳定的Wiener状态滤波器 ,可统一处理状态滤波 ,平滑和预报问题 .它们构成了一种新的时域Wiener滤波算法 .揭示了Kalman滤波器与Wiener滤波器之间的关系 .一个目标跟踪系统的仿真例子说明了它们的有效性
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| 关 键 词： | 相关噪声系统 状态估计 Wiener滤波器 Kalman滤波方法 时域Wiener滤波方法 |
| 文章编号： | 1000-8152(2004)06-1003-04 |
Unified Wiener state filters based on Kalman filtering |
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| DENG Zi-li,GAO Yuan,WANG Hao-qian.Unified Wiener state filters based on Kalman filtering[J].Control Theory & Applications,2004,21(6):1003-1006. |
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| Authors: | DENG Zi-li GAO Yuan WANG Hao-qian |
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| Affiliation: | Department of Automation,Heilongjiang University,Harbin Heilongjiang 150080,China |
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| Abstract: | Based on the steady-state Kalman filter and autoregressive moving average (ARMA) innovation model,the unified asymptotically stable Wiener state filters are presented for systems with correlated noises,which can handle the state filtering,smoothing and prediction problem in a unified framework.They constitute a new time-domain Wiener filtering algorithm.The relation between the Kalman filters and Wiener filters is discovered.A simulation example for a target tracking system has shown their effectiveness. |
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| Keywords: | systems with correlated noises state estimation Wiener filters Kalman filtering method time-domain Wiener filtering approac |
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