基于Kalman滤波的白噪声估计理论(英文)

被引:11
作者
邓自立
许燕
机构
[1] 黑龙江大学应用数学研究所,黑龙江大学自动化系哈尔滨,哈尔滨
关键词
输入白噪声估值器; 观测白噪声估值器; 反卷积; 反射地震学; Kalman滤波方法;
D O I
10.16383/j.aas.2003.01.004
中图分类号
O211.6 [随机过程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
应用Kalman滤波方法 ,首次提出了一种统一的和通用的白噪声估计理论 .它可统一处理线性离散时变和定常随机系统的输入白噪声和观测白噪声的滤波、平滑和预报问题 .提出了最优和稳态白噪声估值器 ,且提出了白噪声新息滤波器和Wiener滤波器 .它们可应用于石油勘探地震数据处理 ,且为解决状态和信号估计问题提供一种新工具 .两个仿真例子说明了其有效性 .
引用
收藏
页码:23 / 31
页数:9
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