Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise

查看全文 作　　者：CHUDongsheng LIANGMeng SHIXin [1]ZHANGLing 机构地区：[1]EngineeringCollege,OceanUniversityofChina,Qingdao266003,P.R.China 出　　处：《Journal of Ocean University of China》索引2004年第3卷第1期,共5页 基　　金：supported by NSFS Project for Tianyuan Mathematical Fund(No.A0324676);the Science&Technology Research Key Projects of the Ministry of Education of China(No.02131). 摘　　要：A stochastic two dimensional Fornasini Marchesini’s Model Ⅱ (2 D FMM Ⅱ) with multiplicative noise is given, and a filtering algorithm for this model, which is optimal in the sense of linear minimum variance, is developed. The stochastic 2 D FMM Ⅱ with multiplicative noise can be reduced to a 1 D model, and the proposed optimal filtering algorithm for the stochastic 2 D FMM Ⅱ with multiplicative noise is obtained by using the state estimation theory of 1 D systems. An example is given to illustrate the validity of this algorithm. 关 键 词：海洋工程 二维系统 海洋地震 随机系统 运算法则