ESTIMATION OF A BROWNIAN MOTION BY USING WAVELET AND A MULTISCALE KALMAN FILTER BANK

被引：0
|
作者：
Alonso, Roberto [1 ]
机构：
[1] CONAE, RA-1063 Buenos Aires, DF, Argentina
来源：
THE F. LANDIS MARKLEY ASTRONAUTICS SYMPOSIUM | 2008年 / 132卷
关键词：
D O I：
暂无
中图分类号：
V [航空、航天];
学科分类号：
08 ; 0825 ;
摘要：
A filter bank design based on orthogonal wavelets with a multiscale Kalman Filter is proposed to deconvolve a special class of fractal signal noise, the fractional Brownian motion (fBm). This is a general class of processes which is widely used in many engineering fields, such as in dynamics and control to model the sensor's drift error as well as the varying parameter model inside of the controller structure for example. A general procedure is presented in this paper, which can be used as a baseline for other applications.
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页码：25 / 33
页数：9
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