The optimal estimation algorithm of measurement noise and the optimal state fusion algorithm for multi-channel system with multiplicative noises are mainly researched in this dissertation.
本文主要针对多通道带乘性噪声系统的观测噪声最优估计算法和状态最优融合估计算法展开进一步研究。
Based on the theory of the optimal estimation, this paper proposes a multi-sensors decentralized algorithm to solve the parameter estimation problems in noise environment.
本文基于最优估计理论，提出了一种多传感器分散估计融合算法，以解决测量噪声干扰下参数估计问题。
In the sense of linear unbiased minimum variance estimation, a global optimal recursive state estimation algorithm for this discretized linear system is proposed.
在线性无偏最小方差估计准则下，推导出了该离散化后所得系统的全局最优递推状态估计算法。
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