%0 Journal Article
%T 基于一般紧支撑小波的一类动态多尺度系统最优估计算法
%A 潘泉
%A 崔培玲
%A 张磊
%A 张洪才
%J 自动化学报
%P 385-393
%D 2005
%X ？Thispaperaddressestheproblemofdynamicmultiscalesystem(DMS)estimation.Researchachievementsintherelatedareahavebeenreportedintheliterature,buttheyeitherrelyontheassumptionofstationarityoftheobservedprocessoraredifficulttobeimplemented.Inthispaper,amodelofDMSthatmeetstherequirementsofthestandarddiscretetimeKalmanfilteringisbuiltandisrealizedbygeneralcompactlysupportedwavelet.Theintroductionofthestatespaceprojectionequationandtheaugmentationofmeasurementequationareamajorpartofthenoveltyinourwork.Atheoremontheoptimalfilteringoutputateachscaleisputforward.Experimentalresultsaregiventoverifyourmethods0superiorperformances.
%K Dynamicmultiscalesystem
%K compactlysupportedwavelet
%K Kalmanfiltering
%U http://www.aas.net.cn/CN/abstract/abstract15899.shtml