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

(整期优先)网络出版时间:2004-01-11
/ 1
Astochastictwo-dimensionalFornasini-Marchesini'sModelⅡ(2-DFMMⅡ)withmultiplicativenoiseisgiven,andafilteringalgorithmforthismodel,whichisoptimalinthesenseoflinearminimum-variance,isdeveloped.Thestochastic2-DFMMⅡwithmultiplicativenoisecanbereducedtoa1-Dmodel,andtheproposedoptimalfilteringalgorithmforthestochastic2-DFMMⅡwithmultiplicativenoiseisobtainedbyusingthestateestimationtheoryof1-Dsystems.Anexampleisgiventoillustratethevalidityofthisalgorithm.