Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise

Pelling Cui; Quan Pan; Hongcai Zhang; Junhong Li; Jianfeng Cui

Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise

Pelling Cui
, Quan Pan
, Hongcai Zhang
, Junhong Li
, Jianfeng Cui

School of Automation

Northwestern Polytechnical University Xian

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise is proposed. A new measurement is introduced at each scale, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haarwavelet-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.

Original language	English
Title of host publication	Conference Proceedings - 2004 IEEE International Conference on Networking, Sensing and Control
Pages	388-392
Number of pages	5
State	Published - 2004
Event	Conference Proceeding - 2004 IEEE International Conference on Networking, Sensing and Control - Taipei, Taiwan, Province of China Duration: 21 Mar 2004 → 23 Mar 2004

Publication series

Name	Conference Proceeding - IEEE International Conference on Networking, Sensing and Control
Volume	1

Conference

Conference	Conference Proceeding - 2004 IEEE International Conference on Networking, Sensing and Control
Country/Territory	Taiwan, Province of China
City	Taipei
Period	21/03/04 → 23/03/04

Keywords

Colored noise
Dynamic multiscale system
Haar wavelet
Kalman filter

Cite this

Cui, P., Pan, Q., Zhang, H., Li, J., & Cui, J. (2004). Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise. In Conference Proceedings - 2004 IEEE International Conference on Networking, Sensing and Control (pp. 388-392). (Conference Proceeding - IEEE International Conference on Networking, Sensing and Control; Vol. 1).

@inproceedings{0081acd03e754223aceb2ab4183187c5,

title = "Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise",

abstract = "Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise is proposed. A new measurement is introduced at each scale, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haarwavelet-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.",

keywords = "Colored noise, Dynamic multiscale system, Haar wavelet, Kalman filter",

author = "Pelling Cui and Quan Pan and Hongcai Zhang and Junhong Li and Jianfeng Cui",

year = "2004",

language = "英语",

isbn = "0780381939",

series = "Conference Proceeding - IEEE International Conference on Networking, Sensing and Control",

pages = "388--392",

booktitle = "Conference Proceedings - 2004 IEEE International Conference on Networking, Sensing and Control",

note = "Conference Proceeding - 2004 IEEE International Conference on Networking, Sensing and Control ; Conference date: 21-03-2004 Through 23-03-2004",

}

Cui, P, Pan, Q, Zhang, H, Li, J & Cui, J 2004, Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise. in Conference Proceedings - 2004 IEEE International Conference on Networking, Sensing and Control. Conference Proceeding - IEEE International Conference on Networking, Sensing and Control, vol. 1, pp. 388-392, Conference Proceeding - 2004 IEEE International Conference on Networking, Sensing and Control, Taipei, Taiwan, Province of China, 21/03/04.

Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise. / Cui, Pelling; Pan, Quan; Zhang, Hongcai et al.
Conference Proceedings - 2004 IEEE International Conference on Networking, Sensing and Control. 2004. p. 388-392 (Conference Proceeding - IEEE International Conference on Networking, Sensing and Control; Vol. 1).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise

AU - Cui, Pelling

AU - Pan, Quan

AU - Zhang, Hongcai

AU - Li, Junhong

AU - Cui, Jianfeng

PY - 2004

Y1 - 2004

N2 - Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise is proposed. A new measurement is introduced at each scale, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haarwavelet-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 - Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise is proposed. A new measurement is introduced at each scale, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haarwavelet-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.

KW - Colored noise

KW - Dynamic multiscale system

KW - Haar wavelet

KW - Kalman filter

UR - https://www.scopus.com/pages/publications/2942683010

M3 - 会议稿件

AN - SCOPUS:2942683010

SN - 0780381939

T3 - Conference Proceeding - IEEE International Conference on Networking, Sensing and Control

SP - 388

EP - 392

BT - Conference Proceedings - 2004 IEEE International Conference on Networking, Sensing and Control

T2 - Conference Proceeding - 2004 IEEE International Conference on Networking, Sensing and Control

Y2 - 21 March 2004 through 23 March 2004

ER -

Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise

Abstract

Publication series

Conference

Keywords

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