摘要
提出了有色观测噪声的随机模型级数表示及其补偿法,利用该方法能对随机模型进行修正。结合现代时间序列分析方法,并根据新息模型设计了状态最优滤波器。将本文方法与观测扩增方法进行了分析和比较,结果表明,利用该方法能有效控制有色观测噪声的影响。
A new approach is presented by polynomial-quotient which translates colored observation noises into infinite series, and chooses the finite series, calculates the variance of dummy white observation noises. The stochastic model can be compensated with this method. An ARMA innovation model and the state optimal filter are designed by modern time series analysis method. In order to verify the validity and rationality of this method, a contrast between this method and the approach of observation-expand filter is given. The result shows that the approach can control the influences of the colored observation noises effectively.
出处
《武汉大学学报（信息科学版）》
EI
CSCD
北大核心
2008年第6期644-647,共4页
Geomatics and Information Science of Wuhan University
基金
国家自然科学基金资助项目(404740070)
测绘学院硕士学位论文创新与创优基金资助项目
关键词
有色观测噪声
现代时间序列分析
观测扩增方法
colored observation noises
modern time series analysis method
observation-expand filter
