时变系统全局最优加权观测融合白噪声反卷积平滑器
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摘要
白噪声反卷积或输入白噪声估计问题在石油地震勘探中有重要的应用背景。对带多传感器和带不相关噪声的线性离散时变随机系统,应用Kalman滤波方法,基于加权最小二乘法,提出了全局最优加权观测融合白噪声反卷积平滑器。一个Bernoulli-Gaussian输入白噪声融合平滑器的Monte Carlo仿真例子说明了其有效性。
White noise deconvolution or input white noise estimation problem has important application background in oil seismic exploration. For the linear discrete time-varying stochastic systems with multisensor and uncorrelated noises, a globally optimal weighted measurement fusion white noise deconvolution smoother is presented based on the method of weighted least squares, using Kalman fitering method. A Monte Carlo simulation example for a Bernoulli-Gaussian input white noise fusion smoother shows its effectiveness.
White noise deconvolution or input white noise estimation problem has important application background in oil seismic exploration. For the linear discrete time-varying stochastic systems with multisensor and uncorrelated noises, a globally optimal weighted measurement fusion white noise deconvolution smoother is presented based on the method of weighted least squares, using Kalman fitering method. A Monte Carlo simulation example for a Bernoulli-Gaussian input white noise fusion smoother shows its effectiveness.
引文
1Mendel J M.White-noise estimaors for seismic data processing in oil exploration.IEEE Trans on Automatic Control,1977,22(5):694-706
2Mendel J M,Kormylo J.New fast optimal white-noise estimators for deconvolution.IEEE Trans on Geoscience Electronics,1977,15(1):32—41
3Mendel J M.Optimal seismic deconvolution:an estimation-based ap-proach.New York:Academic Press,1983
4Sun Shuli.Multi-sensor information fusion white noise filter weighted by scalars based on Kalman prediction,Automatica,2004,40(7):1447—1453
5邓自立,王欣,李云.多传感器最优信息融合白噪声反卷积滤波器.电子学报,2005;23(5):860—863
6邓自立,高媛,马建为.两传感器信息融合最优白噪声反卷积Wiener滤波器.科学技术与工程,2003;3(3):216—218
7邓自立,崔守信.多传感器全局最优观测融合白噪声反卷积滤波器.科学技术与工程,2005;5(5):267—270
8邓自立,郝钢,吴孝慧.两种加权观测融合算法的全局最优性和完全功能等价性.科学技术与工程,2005;5(13):860—865
9Kailath T,Sayed A H,Hassibi B.Linear estimation.upper saddle river.New Jersey:Prentice Hall,2000
10邓自立,许燕.基于Kalman滤波的通用和统一的白噪声估计方法.控制理论与应用,2004,21(4):501—506
2Mendel J M,Kormylo J.New fast optimal white-noise estimators for deconvolution.IEEE Trans on Geoscience Electronics,1977,15(1):32—41
3Mendel J M.Optimal seismic deconvolution:an estimation-based ap-proach.New York:Academic Press,1983
4Sun Shuli.Multi-sensor information fusion white noise filter weighted by scalars based on Kalman prediction,Automatica,2004,40(7):1447—1453
5邓自立,王欣,李云.多传感器最优信息融合白噪声反卷积滤波器.电子学报,2005;23(5):860—863
6邓自立,高媛,马建为.两传感器信息融合最优白噪声反卷积Wiener滤波器.科学技术与工程,2003;3(3):216—218
7邓自立,崔守信.多传感器全局最优观测融合白噪声反卷积滤波器.科学技术与工程,2005;5(5):267—270
8邓自立,郝钢,吴孝慧.两种加权观测融合算法的全局最优性和完全功能等价性.科学技术与工程,2005;5(13):860—865
9Kailath T,Sayed A H,Hassibi B.Linear estimation.upper saddle river.New Jersey:Prentice Hall,2000
10邓自立,许燕.基于Kalman滤波的通用和统一的白噪声估计方法.控制理论与应用,2004,21(4):501—506
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