Modeling and Fusion Estimation of Dynamic Multiscale System Based on M-Band Wavelet and State Space Projection

Peiling Cui, Guizeng Wang, Quan Pan

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

This paper investigates the modeling and fusion estimation of a class of dynamic multiscale system (DMS). The state equation at the finest scale is known, and the measurement equations at J scales are also known. There is one sensor distributed at each scale, and the sampling rate of which decreases by a factor of M. M-band wavelet transform is used to build the state space projection equation, and a new state space model that satisfies Kalman filtering condition is derived. Finally, Monte Carlo simulation results are given to obtain insight into the efficiencies offered by our model and algorithm.

Original languageEnglish
Title of host publicationLecture Notes in Control and Information Sciences
PublisherSpringer Science and Business Media Deutschland GmbH
Pages933-938
Number of pages6
DOIs
StatePublished - 2006

Publication series

NameLecture Notes in Control and Information Sciences
Volume344
ISSN (Print)0170-8643
ISSN (Electronic)1610-7411

Keywords

  • Fine Scale
  • Gaussian White Noise
  • Measurement Equation
  • State Space Model
  • Time Block

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