So , on the basis of the past system model , the dissertation focuses on complicated multi - channel system with multiplicative noise , which describes a system of more practical value and more complicated channel characteristic . in the system , the multiplicative noise is a general stochastic matrix 本文所讨论的复杂多通道带乘性噪声系统将乘性噪声推广到了一般随机矩阵的情形,它刻画了一种更复杂的通道特性,同时也更符合实际情况。
A filtering algorithm for system with multiplicative noise is developed under the condition that the multiplicative noise is in the form of a general stochastic matrix and each component of the multiplicative noise matrix is correlated at the same time . the algorithm is optimal in the sense of linear minimum - variance 基于投影定理,在各个通道的乘性噪声同时刻相关,且加性噪声同时刻相关和不相关的情况下,推导出了状态滤波递推算法,该算法在线性最小方差意义下是最优的。
In mathematics, a stochastic matrix (also termed probability matrix, transition matrix, substitution matrix, or Markov matrix) is a matrix used to describe the transitions of a Markov chain. Each of its entries is a nonnegative real number representing a probability.