一种自适应确定性采样滤波方法

Adaptive Deterministic Sampling Filter Algorithm

  • 摘要: 对确定性采样滤波方法进行了改进,提出了一种自适应确定性采样滤波方法.首先,分别推导得到了平稳噪声情况下递推形式的噪声统计参数估计算法,以及三种针对非平稳噪声统计参数的估计算法;然后,将所得到的噪声统计参数估计算法与确定性采样滤波方法相结合,得到自适应确定性采样滤波算法.仿真结果表明,当时变过程噪声统计参数未知时,利用本文所提出的自适应确定性采样滤波估计算法,仍然可以得到精度较高的估计结果.

     

    Abstract: The deterministic sampling filtering is improved,and a kind of adaptive deterministic sampling filter is proposed. Firstly,for the estimation of noise's statistical parameters,a recursive estimation algorithm for stationary noise and three other ones for non-stationary noise are given;then through combining these estimation algorithms with deterministic sampling filtering,several new adaptive sampling filtering algorithms can be derived.The simulation results are shown that,when statistical parameters of non-stationary noise are unknown,more accurate estimation result can be obtained by adaptive deterministic sampling filtering algorithms.

     

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