基于jordan變換的帶乘性噪聲廣義系統(tǒng)最優(yōu)估計算法研究

1、中國海洋大學碩士學位論文基于Jdan變換的帶乘性噪聲廣義系統(tǒng)最優(yōu)估計算法研究姓名：郭麗娜申請學位級別：碩士專業(yè)：控制理論與控制工程指導教師：褚東升20080601StudyofOptimalEstimationAlgorithmforSingularSystemswithMultiplicativeNoiseBasedonJordanTransformationAbstractInthefieldofsignalprocessingth

2、eoryitisasignificantmattertostudythesignalestimationforstochasticsystemswithmultiplicativenoiseInthisdissertation，algorithmsofsignaloptimalestimationforstochasticsingularsystemswithmultiplicativenoisehavebeenstudiedInthe

3、pasttheresearchproductionswithregardtothesystemswithmultiplicativenoisearealmostaimedatnormalstochasticlinearsystemsHoweverinpractice，mostofthemathematicalmodelsdepictingthelargeandcomplexsystemswhicharcmultidimensionalm

4、ultilevelandmultitargetaresingularsystems，especiallysomecouplingsystems，becausesingularsystemsaremorenatural，convenientandaccurateAlthoughtheresearchproductionswithregardtosingularsystemsareabundanttheresearchliteraturea

5、boutsingularsystemswitllmultiplieativenoiseisfewIntheinstanceofonechannelandcomplicatedmultichanndsingularsystemswithmultiplicativenoise，thedissertationdiscussestheoptimalestimationofstatefilteringandsmoothingandthestoch

6、asticinputsignal麗ththetechniqueofinnovationandprojectiontheoremofHilbertspacebasedonJordantransformationAlltheproposedalgorithmsinthisdissertation缸eoptimalinthelinearminimumvailanceThemainstudyofthedissertationisintroduc

7、edasfollows：1UsingJordantransformationstochasticdiscretesingularsystemswithmultiplicativenoisecallbetransformedintonormalsystems麗thmultiplicativenoise，thenanoptimalfilteringalgorithmisdevelopedundertheconditionthatthemul

8、tiplicativenoiseisonedimensionstochasticserialAccordingtothepracticalrequirementafilteringalgorithmforsingularsystemswithmultiplicativenoiseisdevelopedundertheconditionthatthemultiplicativenoiseisintheformofageneralstoch

9、asticmatrix2Based011theoptimalfilteringalgorithm，thedirectalgorithmoftheoptimalfixed—intervalsmoothingisdeducedfortheonechannelandcomplicatedmulti—channelsingularsystemswithmultiplicativenoiseWiththeintroductionoftheauxi