A NEW STATE ESTIMATION METHOD WITH PREFIXED ALGORITHMIC FORM MATCHED TO EFFECTIVE DATA-PROCESSING

This paper describes a new type of state estimation method for actual sound and vibration systems. It is derived under due consideration of the proper characteristics in the field of environmental sound and vibration assessment. The algorithmic form of the state estimation can be established artificially in advance from practical engineering needs and from the point of view of effective data processing. Concretely, Baye's theorem is expanded into orthogonal and/or non-orthogonal series expressions matched to the prefixed algorithmic form without loss of information on the higher order statistics. Further, the legitimacy of this new method can be proved theoretically by showing that it is perfectly consistent with the well-known conventional Kalman filter in a special case. Its effectiveness is also confirmed experimentally by applying it to several kinds of typical estimation problems in actual room acoustics.