A NEW HYBRID WAVELET-KALMAN FILTER METHOD FOR THE ESTIMATION OF DYNAMIC SYSTEM

(整期优先)网络出版时间:2006-01-11
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Anewhybridwavelet-Kalmanfiltermethodfortheestimationofdynamicsystemisdeveloped,Usingthismethod,thereal-timemultiscaleestimationofthedynamicsystemisimplemented,andtheobservationequationestablishedisfortheobjectsignalitselfratherthanitswaveletdecomposition.Thesimulationresultsshowthatthismethodcanbeusedtoestimatetheobject'sstateofthestackedsystem,whichisthefoundationofmultiscaledatafusion;besidestheperformanceofthenewalgorithmdevelopedintheletterisalmostoptimal.