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对带乘性噪声系统(SMN)在乘性噪声及其统计参数未知的情况下,基于极大似然准则,提出了一种分块组合优化估计算法(BCOEA)。该算法不需要事先知道乘性噪声的统计参数,可同时进行状态最优估计以及乘性噪声序列和其统计参数的最优估计。
In the case of multiplicative noise (SMN) with unknown multiplicative noise and its statistical parameters, a block combining optimization estimation algorithm (BCOEA) is proposed based on the maximum likelihood criterion. The algorithm does not need to know the statistical parameters of the multiplicative noise in advance, and can simultaneously make the optimal state estimation and the optimal estimation of the multiplicative noise sequence and its statistical parameters.