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

Peiling Cui; Quan Pan; Guizeng Wang; Jianfeng Cui

doi:10.1007/11502593_18

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

Peiling Cui
, Quan Pan
, Guizeng Wang
, Jianfeng Cui

自动化学院

Tsinghua University
Northwestern Polytechnical University Xian

科研成果: 期刊稿件 › 会议文章 › 同行评审

4 引用（Scopus）

摘要

In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise is proposed. The colored state noise vector is augmented in the system state variables, 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. 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.

源语言	英语
页（从-至）	218-227
页数	10
期刊	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
卷	3560
DOI	https://doi.org/10.1007/11502593_18
出版状态	已出版 - 2005
活动	First IEEE International Conference on Distributed Computing in Sensor Systems, DCOSS 2005 - Marina del Rey, CA, 美国期限: 30 6月 2005 → 1 7月 2005

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10.1007/11502593_18

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

abstract = "In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise is proposed. The colored state noise vector is augmented in the system state variables, 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. 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.",

author = "Peiling Cui and Quan Pan and Guizeng Wang and Jianfeng Cui",

year = "2005",

doi = "10.1007/11502593\_18",

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Multiresolutional filtering of a class of dynamic multiscale system subject to colored state equation noise. / Cui, Peiling; Pan, Quan; Wang, Guizeng 等.
在: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 卷 3560, 2005, 页码 218-227.

科研成果: 期刊稿件 › 会议文章 › 同行评审

TY - JOUR

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

AU - Cui, Peiling

AU - Pan, Quan

AU - Wang, Guizeng

AU - Cui, Jianfeng

PY - 2005

Y1 - 2005

N2 - In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise is proposed. The colored state noise vector is augmented in the system state variables, 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. 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 is proposed. The colored state noise vector is augmented in the system state variables, 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. 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.

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DO - 10.1007/11502593_18

M3 - 会议文章

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SN - 0302-9743

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JO - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

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T2 - First IEEE International Conference on Distributed Computing in Sensor Systems, DCOSS 2005

Y2 - 30 June 2005 through 1 July 2005

ER -

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

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