多通道帶乘性噪聲系統(tǒng)的最優(yōu)估計.pdf

1、青島海洋大學(xué)碩士學(xué)位論文多通道帶乘性噪聲系統(tǒng)的最優(yōu)估計姓名：韓慧申請學(xué)位級別：碩士專業(yè)：信號與信息處理指導(dǎo)教師：褚東升2001.5.1——墮登堡墨———_●——————————___—__—_—————_———____^———●——_____●—_____●—’●________—————ABSTRACTOptimalsignalestimationtheoryfordiscretestochasticsystemswithH1ulti

2、plicativenoiseismainlyresearchedinthisdissertationWealwaysassumethattllemultiplicativenoiseis1stdimensionalstochasticvariableintheobservationmodelfort11epastyearsUnderthiscircumstance，mesvstemmeansonechannelobservationsy

3、stemEveniftheobservationismultidimension(multichannel)，themultiplicativenoiseofeachchannelisthesameThisassumptionisn’tinaccordancewiththepracticalinstanceSo，onthebaseofthepastsystemmodel，thedissertationfocusonmultichanne

4、lsystemwithmultiplicativenoiseInthesystem，themultiplicativenoiseisnolonger1stdimensionalstochasticvariable，itisastochasticmatrixIntheinstanceofmultichannelsystemwithmultiplicativenoise，wediscusstheoptimalestimationofstat

5、efilteringandsmoothingandthestochasticinputsignalwiththetechniqueofinnovationandprojectionofHilbertspaceThemainstudyofthisdissertationisintroducedasfollow：1Thedevelopmentandactualityofsignalestimationtheoryforstochastics

6、ystemswithmultiplicativenoiseisrecalledinthisdissertation；underthecon仃olofindependentwhitenoise，theRajasekaranstaterecursivealgorithmoflinearoptimalfilteringofthesystemwithonedimensionmultiDlicafivenoiseislisted2Accordin

7、gtothepracticalrequirementofmultichannelsystemwithmultiplicativenoise，webroadentheRajasekaranfilteringalgorithmWemakeuseoftheconceptlinearminimumvarianceandprojectionformulatodeducethecovariarlcematrixoftheinnovationsequ

8、ence，whichcontainsspecialmultiplicativeoperationofthestatisticcharacteristicparametermatrixwithmultiplicativenoiseApplyingthecovarianceandaccordingtothedifferentmultiplicativenoiseofeachobservmionchannelandtherelevanceof