TY - JOUR
T1 - Modeling and estimation of a class of dynamic multiscale system subject to colored noise
AU - Cui, Peiling
AU - Pan, Quan
AU - Zhang, Hongcai
AU - Li, Junhong
PY - 2004
Y1 - 2004
N2 - In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise and measurement equation noise is proposed. The state equation is whitened firstly and then the measurement equation. The state space projection equation is used to link the scales, then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haar-wavelet-based model and estimation algorithm are given. Monte Carlo simulation results demonstrate that the proposed algorithm is effective and powerful in this kind of multiscale estimation problem.
AB - In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise and measurement equation noise is proposed. The state equation is whitened firstly and then the measurement equation. The state space projection equation is used to link the scales, then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haar-wavelet-based model and estimation algorithm are given. Monte Carlo simulation results demonstrate that the proposed algorithm is effective and powerful in this kind of multiscale estimation problem.
UR - http://www.scopus.com/inward/record.url?scp=4644239595&partnerID=8YFLogxK
M3 - 会议文章
AN - SCOPUS:4644239595
SN - 1520-6149
VL - 2
SP - II913-II916
JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
T2 - Proceedings - IEEE International Conference on Acoustics, Speech, and Signal Processing
Y2 - 17 May 2004 through 21 May 2004
ER -