%0 Journal Article
%T Unified Fast Suboptimal Fixed-Interval White Noise Wiener Smoothing Algorithm<br>统一的快速次优固定区间白噪声Wiener平滑算法
%A DENG Zi-Li
%A XU Yan
%A SHI Ying
%A SUN Shu-Li
%A <br>邓自立
%A 许燕
%A 石莹
%A 孙书利
%J 自动化学报
%D 2004
%I 
%X For the discrete stochastic control systems with correlated noises, using the Kalman filtering method, based on the CARMA innovation model, a unified optimal fixed-interval white noise recursive Wiener smoother is derived. It contains high degree polynomial matrices with coefficient matrices exponentially decaying to zero. Further, by the truncation method, the corresponding fast suboptimal fixed-interval white noise Wiener smoothing algorithm is presented, which obviously reduces the computational burden. The error formula of the smoother and the formula of selecting the truncated index are given. A simulation example for Bernoulli-Gaussian white noise shows the effectiveness of the proposed results.
%K Reflection seismology
%K white noise estimators
%K fixed-interval white noise Wiener smoother
%K fast suboptimal smoothing algorithm
%K Kalman filtering method<br>线性离散随机控制系统
%K Wiener平滑器
%K 白噪声估值器
%K Wiener平滑算法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=BD033ABF0F7E14A1&yid=D0E58B75BFD8E51C&vid=340AC2BF8E7AB4FD&iid=0B39A22176CE99FB&sid=A1266CF37D675CF1&eid=CA5852BD1A173B3A&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=12