二值时间序列的一种阈值检测方法
A THRESHOLD DETECTOR FOR BINARY TIME SERIES
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摘要: 二值时间序列的检测问题存在于具有跳变输入的Kalman滤波及最优平滑等实际应用中.本文基于系统平滑估值的频域特性和极大似然原理,给出一种阈值检测方法,算法可用一次最优平滑实现.仿真实例验证了方法的有效性.Abstract: The detection of binary time-series has applications in the optimal filtering and smoothing of systems with jumping input sequences.Based on the frequency-domain properties of optimal smoothing and maximum-likelihood estimation principle,a threshold detector is obtained in this paper.The detection algorithm is implemented by one pass of optimal smoothing.The effectiveness of this algorithm is verified by simulation result.