欢迎来到天天文库
浏览记录
ID:40893524
大小:894.27 KB
页数:4页
时间:2019-08-10
《Comparison of Kalman Filter and Wavelet》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、ComparisonofKalmanFilterandWaveletFilterforDenoisingSedaPostalclogluKadirErkanEmineDogruBolatKocaeliUniversity,FacultyofKocaeliUniversity,FacultyofKocaeliUniversity,FacultyofTechnicalEducationDepartnentTechnicalEducationDepartmnentofTechnicalEducationDepartmentof
2、Electronics&Computer,Kocaeli,ofElectronics&Computer,TurkiyeElectronics&Computer,Kocaeli,Kocaeli,TurkiyeE-mail:erkan@kou.edu.trTurkiyeE-mail:postalcioglu@ieee.orgE-mail:ebolat@ieee.orgAbstract-Thispaperpresentsdenoisingthesignalusingzeroandshrinkstherestofthecoeff
3、icientsbythethresholdWaveletfilterandKalmanfilter.Thenoiseiszeromeanand(soft-thresholding)orleavesthemwithoutchangethevariancevalueis0,001.Kalmanfilterremovesdisturbances(hard-thresholding)[6,7].orfaultsfromthesignalbyusinginitializationandpropagationoferrorcovar
4、iancestatistics.ImplementationofKalmanfilterisimpracticalinlargescalemodelsasshownfortheoscillatorII.KALMANFILTERsystem.AsanalternativeWaveletfdterhasbeenusedforthesamesystem.Coiflet2whichisorthogonalwavelethasbeenKalmanfilterisanoptimalrecursivedataprocessinguse
5、d.Softthresholdinghasbeenapplied.Decompositionisalgorithm.Figure1representsatypicalKalmanfilterperformedatlevel9.TheresultsofWaveletfilterandKalmanapplication[8].filterareshown.ResponseofWaveletifiterisbetterwhencomparedwithKalmanfilterresult.SystemerrorsourcesI.
6、INTRODUCTIONTherearesomeimportantproblemsfortheoreticalandpracticalincommunicationandcontrolsystems.Suchasproblemsare,predictionofrandomsignals,separationofrandomsignalsfromrandomnoise[1].RudolfEmilKalmanismostfamousforhisinventionoftheKalmanfilterthatamathematic
7、aldigitalsignalprocessingtechniquewidelyusedincontrolsystems.KalmanfilterisamethodtoMeasurementerrorsourcesestimaterapidlythevalueofasystem'sresponsetoaninput.KalmanfilterremovesdisturbancesorfaultsfromthesignalFigure1ATypicalKalmanFilterApplicationbyusinginitial
8、izationandpropagationoferrorcovarianceThepurposeofKalmanfilteristoestimatethestateofstatistics[3,2].Kalmanfiltercomputesthemeanandtheasystemfrommeasurementswhi
此文档下载收益归作者所有