Title :
Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise
Author :
Cui, Peiling ; Pan, Quan ; Zhang, Hongcai ; Li, Junhong ; Cui, Jianfeng
Author_Institution :
Dept. of Autom. Control, Northwestern Polytech. Univ., Xi´´an, China
Abstract :
Multiresolutional filtering of a class of dynamic multiscale system subject to colored measurement noise is proposed. A new measurement is introduced at each scale, 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.
Keywords :
Haar transforms; Kalman filters; Monte Carlo methods; filtering theory; Haar wavelet based estimation algorithm; Haar-wavelet based model; Kalman filter equations; Monte Carlo simulation; colored measurement noise; dynamic multiscale system; multiresolutional filtering; multiscale estimation problem; state space projection equation; Colored noise; Equations; Filtering; Frequency; Noise measurement; Power system modeling; Sampling methods; Sensor systems; Signal resolution; State estimation;
Conference_Titel :
Networking, Sensing and Control, 2004 IEEE International Conference on
Print_ISBN :
0-7803-8193-9
DOI :
10.1109/ICNSC.2004.1297468
