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针对多通道乘性噪声系统问题的实际需要 ,推广 Rajasekaran滤波算法 ,利用线性最小方差的概念和投影公式 ,导出含有乘性噪声统计特性参数阵特殊乘法运算的新息协方差矩阵 ,并利用这个中间矩阵 ,在观测为多通道 ,且各个通道的乘性噪声不同 ,以及系统的动态噪声和观测噪声同时刻相关的情况下 ,导出状态递推滤波算法 ,该算法在线性最小方差意义下是最优的。并对该算法进行仿真研究 ,仿真结果表明了该算法的有效性
In order to solve the practical problem of multi-channel multiplicative noise system, the Rajasekaran filtering algorithm is generalized. By using the concept of linear minimum variance and projection formula, a new covariance matrix with special multiplicative multiplicative parameters of multiplicative noise is deduced. Matrix, the state recursive filtering algorithm is derived under the condition that the observation is multi-channel, the multiplicative noise of each channel is different, and the system dynamic noise and observation noise are related at the same time. The algorithm is optimal in the sense of linear minimum variance of. The algorithm is simulated and the simulation results show the effectiveness of the algorithm