Optimum deconvolution algorithm for system with multiplicative white noise and additive correlative noise

被引：0
|
作者：
王会立
陈希信
机构：
[1] China
[2] College of Underwater Acoustic Engineering
[3] Dept. of Fundamental Discipline
[4] Harbin 150001
[5] Harbin 150076
[6] Harbin Commercial University
[7] Harbin Engineering University
来源：
Journal of Harbin Institute of Technology(New series) | 2004年 / 03期
关键词：
system with multiplicative noise; state filter; state smoother; optimum deconvolution;
D O I：
暂无
中图分类号：
TN25 [波导光学与集成光学];
学科分类号：
0702 ; 070207 ;
摘要：
The optimum state filter and fixed-interval smoother and the optimum deconvolution algorithm for system with multiplicative noise are derived upon the condition that the dynamic noise correlates itself in one-step and correlates with the measurement noise at the present step as well as one past step, and the multiplicative noise is white and statistically independent of the dynamic noise and the measurement noise. A simulation example demonstrates the effectiveness of the above-mentioned deconvolution algorithm.
引用
收藏
页码：338 / 340
页数：3
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