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

  • Pelling Cui
  • , Quan Pan
  • , Hongcai Zhang
  • , Junhong Li
  • , Jianfeng Cui
  • Northwestern Polytechnical University Xian

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

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.

源语言英语
主期刊名Conference Proceedings - 2004 IEEE International Conference on Networking, Sensing and Control
388-392
页数5
出版状态已出版 - 2004
活动Conference Proceeding - 2004 IEEE International Conference on Networking, Sensing and Control - Taipei, 中国台湾
期限: 21 3月 200423 3月 2004

出版系列

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

会议

会议Conference Proceeding - 2004 IEEE International Conference on Networking, Sensing and Control
国家/地区中国台湾
Taipei
时期21/03/0423/03/04

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