Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise-中国期刊网

摘要 Astochastictwo-dimensionalFornasini-Marchesini'sModelⅡ(2-DFMMⅡ)withmultiplicativenoiseisgiven,andafilteringalgorithmforthismodel,whichisoptimalinthesenseoflinearminimum-variance,isdeveloped.Thestochastic2-DFMMⅡwithmultiplicativenoisecanbereducedtoa1-Dmodel,andtheproposedoptimalfilteringalgorithmforthestochastic2-DFMMⅡwithmultiplicativenoiseisobtainedbyusingthestateestimationtheoryof1-Dsystems.Anexampleisgiventoillustratethevalidityofthisalgorithm.

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

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

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