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自动化学报 2005
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, PP. 385-393 Keywords: Dynamicmultiscalesystem,compactlysupportedwavelet,Kalmanfiltering Abstract: ？Thispaperaddressestheproblemofdynamicmultiscalesystem(DMS)estimation.Researchachievementsintherelatedareahavebeenreportedintheliterature,buttheyeitherrelyontheassumptionofstationarityoftheobservedprocessoraredifficulttobeimplemented.Inthispaper,amodelofDMSthatmeetstherequirementsofthestandarddiscretetimeKalmanfilteringisbuiltandisrealizedbygeneralcompactlysupportedwavelet.Theintroductionofthestatespaceprojectionequationandtheaugmentationofmeasurementequationareamajorpartofthenoveltyinourwork.Atheoremontheoptimalfilteringoutputateachscaleisputforward.Experimentalresultsaregiventoverifyourmethods0superiorperformances.
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