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针对石油地震勘探、通讯工程、水声探测等许多实际应用领域 ,该文研究 1种在更弱的乘性噪声限制条件下系统的最优状态滤波 ,就乘性噪声矩阵为一般随机矩阵且各观测通道乘性噪声在同时刻相关的情形 ,给出了在线性最小方差意义下的状态最优滤波算法。针对该算法还进行了仿真研究 ,仿真结果表明了该算法的有效性。
For many practical applications, such as oil seismic exploration, communication engineering and underwater acoustic detection, this paper studies a system of optimal state filtering under the condition of weaker multiplicative noise. The multiplicative noise matrix is a general random matrix and each Observed channel multiplicative noise at the same moment of the case, given the linear minimum variance in the sense of the state optimal filtering algorithm. The algorithm is also simulated and the simulation results show the effectiveness of the algorithm.