Multiresolutional filtering of a class of dynamic multiscale system subject to colored state equation noise

Peiling Cui; Quan Pan; Guizeng Wang; Jianfeng Cui

doi:10.1007/11502593_18

Multiresolutional filtering of a class of dynamic multiscale system subject to colored state equation noise

Peiling Cui^*
, Quan Pan
, Guizeng Wang
, Jianfeng Cui

^*此作品的通讯作者

Tsinghua University
Northwestern Polytechnical University Xian

科研成果: 期刊稿件 › 会议文章 › 同行评审

4 引用（Scopus）

摘要

In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise is proposed. The colored state noise vector is augmented in the system state variables, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haar-wavelet-based model and estimation algorithm are given. Monte Carlo simulation results demonstrate that the proposed algorithm is effective and powerful in this kind of multiscale estimation problem.

源语言	英语
页（从-至）	218-227
页数	10
期刊	Lecture Notes in Computer Science
卷	3560
DOI	https://doi.org/10.1007/11502593_18
出版状态	已出版 - 2005
已对外发布	是
活动	First IEEE International Conference on Distributed Computing in Sensor Systems, DCOSS 2005 - Marina del Rey, CA, 美国期限: 30 6月 2005 → 1 7月 2005

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title = "Multiresolutional filtering of a class of dynamic multiscale system subject to colored state equation noise",

abstract = "In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise is proposed. The colored state noise vector is augmented in the system state variables, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haar-wavelet-based model and estimation algorithm are given. Monte Carlo simulation results demonstrate that the proposed algorithm is effective and powerful in this kind of multiscale estimation problem.",

author = "Peiling Cui and Quan Pan and Guizeng Wang and Jianfeng Cui",

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AU - Cui, Peiling

AU - Pan, Quan

AU - Wang, Guizeng

AU - Cui, Jianfeng

PY - 2005

Y1 - 2005

N2 - In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise is proposed. The colored state noise vector is augmented in the system state variables, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haar-wavelet-based model and estimation algorithm are given. Monte Carlo simulation results demonstrate that the proposed algorithm is effective and powerful in this kind of multiscale estimation problem.

AB - In this paper, modeling and estimation of a class of dynamic multiscale system subject to colored state equation noise is proposed. The colored state noise vector is augmented in the system state variables, the state space projection equation is used to link the scales, and then a new system model is built. The new model is in a form suitable for the application of the Kalman filter equations. Haar-wavelet-based model and estimation algorithm are given. Monte Carlo simulation results demonstrate that the proposed algorithm is effective and powerful in this kind of multiscale estimation problem.

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DO - 10.1007/11502593_18

M3 - 会议文章

AN - SCOPUS:26444567327

SN - 0302-9743

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EP - 227

JO - Lecture Notes in Computer Science

JF - Lecture Notes in Computer Science

T2 - First IEEE International Conference on Distributed Computing in Sensor Systems, DCOSS 2005

Y2 - 30 June 2005 through 1 July 2005

ER -

Multiresolutional filtering of a class of dynamic multiscale system subject to colored state equation noise

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