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一种自适应确定性采样滤波方法
引用本文:刘涛,解永春.一种自适应确定性采样滤波方法[J].信息与控制,2010,39(6).
作者姓名:刘涛  解永春
作者单位:北京控制工程研究所;空间智能控制技术国家级重点实验室;
摘    要:对确定性采样滤波方法进行了改进,提出了一种自适心确定性采样滤波方法.首先,分别推导得到了平稳噪声情况下递推形式的噪声统计参数估计算法,以及三种针对非平稳噪声统计参数的估计算法;然后,将所得到的噪声统计参数估计算法与确定性采样滤波方法相结合,得到自适应确定性采样滤波算法.仿真结果表明,当时变过程噪声统计参数未知时,利用本文所提出的自适应确定性采样滤波估计算法,仍然可以得到精度较高的估计结果.

关 键 词:自适应滤波  确定性采样滤波  噪声

Adaptive Deterministic Sampling Filter Algorithms
LIU Tao,XIE Yongchun.Adaptive Deterministic Sampling Filter Algorithms[J].Information and Control,2010,39(6).
Authors:LIU Tao  XIE Yongchun
Affiliation:LIU Tao~(1,2),XIE Yongchun~(1,2) (1.Beijing Institute of Control Engineering,Beijing 100190,China,2.National Key Laboratory of Science and Technology on Space Intelligent Control,China)
Abstract:The deterministic sampling filtering is improved,and a kind of adaptive deterministic sampling filter is proposed. Firstly,for the estimation of noise's statistical parameters,a recursive estimation algorithm for stationary noise and three other ones for non-stationary noise are given;then through combining these estimation algorithms with deterministic sampling filtering,several new adaptive sampling filtering algorithms can be derived.The simulation results are shown that,when statistical parameters of no...
Keywords:adaptive filtering  deterministic sampling filters  noise  
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