单传感器单模型动态系统多尺度分解与估计新算法.PDFVIP

6 Vol.30 No. 6 2002 6 ACTA L CTRONICA SINICA June 2002 1, 2 3 1 文成林 ,金 锋 , 周东华 ( 1 , 100084; 2 , 475001; 3 , 100081) : , ,.Kalman , . Kalman ,Monte Carlo . : ; ; ; Kalman ; : TN91172 : A : (2002) A New Algorithm of Multiscale Decomposition and Estimation for Single Sensor and Single Model 1,2 3 1 W N Chenglin ,JIN Feng ,ZHOU Donghua (1Dep artment of Automation, Tsinghua University , Beij ing 100084, China; 2Institute of Comp uter and Inf ormation Engineering , Henan University, Kafi eng , Henan 475001, China; 3Dep artment of Automati Control , Beij ing Institute of Te hnology, Beij ing 100081, China) Abstract : By combining the modelbased analysis for dynamic systems with multiscale signal transformation,we propose a new multiscale dynamic model based on dynamic system with single model and single sensor at one given scale.By developing Kalman fil tering we put froward a new multiscale algorithm for stochastic signal on the basis of the multiscale dynamic model, andwe can simul taneously implement decomposition and estimation for stochastic signal.The estimates obtained by use of the new algorithm ismore ac curate than the results basedonKalmanfiltering at the finest scale.A set of Monte Carlo simulations is performed, and the resluts show the efficiency of our new algorithm. Key words: multiscale estimation;dynamic system;stochastic signal;Kalman filtering;wavelet transform 1 , ; : ,,