A New Algorithm of Multiscale Decomposition and Estimation for Single Sensor and Single Model

WEN Cheng-lin; JIN Feng; ZHOU Dong-hua

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A New Algorithm of Multiscale Decomposition and Estimation for Single Sensor and Single Model

更新时间：2025-07-16

- A New Algorithm of Multiscale Decomposition and Estimation for Single Sensor and Single Model
- Acta Electronica Sinica Vol. 30, Issue 6, Pages: 819-822(2002)
- 作者机构：
  
  1. 清华大学自动化系,北京,100084
  2. 河南大学计算机与信息工程学院,河南,开封,475001
  3. 北京理工大学自动控制系,北京,100081
  4. 清华大学自动化系北京,100084
  5. 河南大学计算机与信息工程学院河南开封,475001
  6. 北京理工大学自动控制系北京,100081
- 作者简介：
- 基金信息：
- DOI：
  CLC： TN911.72
- Published：2002
- 稿件说明：
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WEN Cheng-lin, JIN Feng, ZHOU Dong-hua. A New Algorithm of Multiscale Decomposition and Estimation for Single Sensor and Single Model[J]. Acta Electronica Sinica, 2002, 30(6): 819-822.
DOI：

WEN Cheng-lin, JIN Feng, ZHOU Dong-hua. A New Algorithm of Multiscale Decomposition and Estimation for Single Sensor and Single Model[J]. Acta Electronica Sinica, 2002, 30(6): 819-822. DOI：

摘要

本文将基于模型的动态系统分析方法与具有统计特性的多尺度信号变换方法相结合

基于某一尺度上给定的单传感器单模型动态系统

建立起一个新的多尺度动态模型.基于建立的多尺度模型和标准Kalman滤波

提出一个能同时对随机信号进行多尺度分解与多尺度估计的新算法.获得比仅在原始尺度上进行Kalman滤波好的处理效果

应用Monte Carlo仿真验证了算法的有效性.

Abstract

By combining the model-based 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 filtering we put froward a new multiscale algorithm for stochastic signal on the basis of the multiscale dynamic model

and we can simultaneously implement decomposition and estimation for stochastic signal.The estimates obtained by use of the new algorithm is more accurate than the results based on Kalman filtering at the finest scale.A set of Monte Carlo simulations is performed

and the resluts show the efficiency of our new algorithm.

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Related Author

WEN Cheng-lin

WEN Chuan-bo

Chen Zhi-guo

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LIAN Qiu-sheng

NIU Yu-zhen

ZHANG Ling-xin

Related Institution

Department of Mathematics,Henan University

Department of MathematicsHenan UniversityKaifeng 475001China

Institute of Information and Control, Hangzhou Dianzi University

School of Computer and Information Engineering, Henan University

Institute of Information and ControlHangzhou Dianzi UniversityHangzhouZhejiang 310018China

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