REAL-TIME OPTIMAL FILTERING FOR STOCHASTIC-SYSTEMS WITH MULTIRESOLUTIONAL MEASUREMENTS

被引：26

作者：

HONG, L ^{[1
]}

SCAGGS, T ^{[1
]}

机构：

[1] WRIGHT STATE UNIV, DEPT ELECT ENGN, DAYTON, OH 45435 USA

来源：

SYSTEMS & CONTROL LETTERS | 1993年 / 21卷 / 05期

基金：

美国国家航空航天局;

关键词：

OPTIMAL FILTERING; MULTISENSOR SYSTEMS; MULTIRESOLUTIONAL MEASUREMENTS; ESTIMATION; MULTIRESOLUTION SIGNAL PROCESSING; WAVELET TRANSFORM;

D O I：

10.1016/0167-6911(93)90093-L

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A real-time optimal filtering algorithm for stochastic systems with multiresolutional measurements is derived. The algorithm gives fused estimates based upon all available data at a particular time index. A multiresolutional distributed filtering scheme is employed. The wavelet transform is utilized as a bridge, effectively linking different resolution levels. A tree-like hierarchical data structure introduced in this paper facilitates the real-time multiresolutional filtering.

引用

页码：381 / 387

页数：7

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