期刊文献+
共找到57篇文章
< 1 2 3 >
每页显示 20 50 100
Adaptive cubature Kalman filter with the estimation of correlation between multiplicative noise and additive measurement noise 被引量:6
1
作者 Quanbo GE Zhongcheng MA +3 位作者 Jinglan LI Qinmin YANG Zhenyu LU Hong LI 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2022年第5期40-52,共13页
Mobile robots are often subject to multiplicative noise in the target tracking tasks,where the multiplicative measurement noise is correlated with additive measurement noise.In this paper,first,a correlation multiplic... Mobile robots are often subject to multiplicative noise in the target tracking tasks,where the multiplicative measurement noise is correlated with additive measurement noise.In this paper,first,a correlation multiplicative measurement noise model is established.It is able to more accurately represent the measurement error caused by the distance sensor dependence state.Then,the estimated performance mismatch problem of Cubature Kalman Filter(CKF)under multiplicative noise is analyzed.An improved Gaussian filter algorithm is introduced to help obtain the CKF algorithm with correlated multiplicative noise.In practice,the model parameters are unknown or inaccurate,especially the correlation of noise is difficult to obtain,which can lead to a decrease in filtering accuracy or even divergence.To address this,an adaptive CKF algorithm is further provided to achieve reliable state estimation for the unknown noise correlation coefficient and thus the application of the CKF algorithm is extended.Finally,the estimated performance is analyzed theoretically,and the simulation study is conducted to validate the effectiveness of the proposed algorithm. 展开更多
关键词 Adaptive CKF Correlated noise Estimation accuracy multiplicative noise Performance analysis Target tracking
原文传递
RANDOM ATTRACTOR FOR A TWO-DIMENSIONAL INCOMPRESSIBLE NON-NEWTONIAN FLUID WITH MULTIPLICATIVE NOISE 被引量:5
2
作者 赵才地 李用声 周盛凡 《Acta Mathematica Scientia》 SCIE CSCD 2011年第2期567-575,共9页
This article proves that the random dynamical system generated by a twodimensional incompressible non-Newtonian fluid with multiplicative noise has a global random attractor, which is a random compact set absorbing an... This article proves that the random dynamical system generated by a twodimensional incompressible non-Newtonian fluid with multiplicative noise has a global random attractor, which is a random compact set absorbing any bounded nonrandom subset of the phase space. 展开更多
关键词 Random attractor multiplicative noise non-Newtonian fluid
在线阅读 下载PDF
Fault detection filter design for linear discrete time-varying systems with multiplicative noise 被引量:2
3
作者 Yueyang Li Maiying Zhong 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第6期982-990,共9页
The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt with.By using an observer-based robust fault detection filter(FDF) as a residual generator,the design of the ... The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt with.By using an observer-based robust fault detection filter(FDF) as a residual generator,the design of the FDF is formulated in the framework of H ∞ filtering for a class of stochastic time-varying systems.A sufficient condition for the existence of the FDF is derived in terms of a Riccati equation.The determination of the parameter matrices of the filter is converted into a quadratic optimization problem,and an analytical solution of the parameter matrices is obtained by solving the Riccati equation.Numerical examples are given to illustrate the effectiveness of the proposed method. 展开更多
关键词 fault detection filter(FDF) linear discrete time-varying(LDTV) system multiplicative noise Riccati equation.
在线阅读 下载PDF
REGULARITY OF RANDOM ATTRACTORS FOR A STOCHASTIC DEGENERATE PARABOLIC EQUATIONS DRIVEN BY MULTIPLICATIVE NOISE 被引量:1
4
作者 赵文强 《Acta Mathematica Scientia》 SCIE CSCD 2016年第2期409-427,共19页
We study the regularity of random attractors for a class of degenerate parabolic equations with leading term div(o(x)↓△u) and multiplicative noises. Under some mild conditions on the diffusion variable o(x) an... We study the regularity of random attractors for a class of degenerate parabolic equations with leading term div(o(x)↓△u) and multiplicative noises. Under some mild conditions on the diffusion variable o(x) and without any restriction on the upper growth p of nonlinearity, except that p 〉 2, we show the existences of random attractor in D0^1,2(DN, σ) space, where DN is an arbitrary (bounded or unbounded) domain in R^N N 〉 2. For this purpose, some abstract results based on the omega-limit compactness are established. 展开更多
关键词 Random dynamical systems stochastic degenerate parabolic equation multiplicative noise random attractors Wiener process
在线阅读 下载PDF
A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise 被引量:1
5
作者 Rong GAO Xiaohua LIU Huanshui ZHANG 《Control Theory and Technology》 EI CSCD 2016年第2期151-158,共8页
This paper investigates a fundamental problem of stabilization for time-varying multiplicative noise stochastic systems. A necessary and sufficient stabilization condition is presented based on the receding horizon ap... This paper investigates a fundamental problem of stabilization for time-varying multiplicative noise stochastic systems. A necessary and sufficient stabilization condition is presented based on the receding horizon approach. The explicit time-varying controller is designed if the condition is satisfied. The presented results are new to the best of our knowledge. 展开更多
关键词 Receding horizon control time-varying stochastic system mean-square stability multiplicative noise
原文传递
A new adaptive filtering algorithm for systems with multiplicative noise 被引量:1
6
作者 王会立 陈希信 吕钱浩 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2005年第1期71-73,共3页
Presented here is a new adaptive state filtering algorithm for systems with multiplicative noise. This algorithm estimates the vector state of the system and the statistics of noise when all the statistics of noise ar... Presented here is a new adaptive state filtering algorithm for systems with multiplicative noise. This algorithm estimates the vector state of the system and the statistics of noise when all the statistics of noise are unknown. This filtering algorithm is a simple recursive structure. A simulation example is presented which demonstrates the effectiveness of this filtering algorithm. 展开更多
关键词 system with multiplicative noise adaptive filtering statistics of noise
在线阅读 下载PDF
Nonstationary Filtering for Markov Jumping Systems with Fading Channel and Multiplicative Noises 被引量:1
7
作者 Yang Zhan Daijun Wei 《Journal of Applied Mathematics and Physics》 2021年第4期529-544,共16页
This paper studies the nonstationary filtering problem of Markov jump system under <span style="white-space:nowrap;"><i>l</i><sub>2</sub> - <i>l</i><sub>... This paper studies the nonstationary filtering problem of Markov jump system under <span style="white-space:nowrap;"><i>l</i><sub>2</sub> - <i>l</i><sub>∞</sub> </span>performance. Due to the difference in propagation channels, signal strength and phase will inevitably change randomly and cause the waste of signals resources. In response to this problem, a channel fading model with multiplicative noise is introduced. And then a nonstationary filter, which receives signals more efficiently is designed. Meanwhile Lyapunov function is constructed for error analysis. Finally, the gain matrix for filtering is obtained by solving the matrix inequality, and the results showed that the nonstationary filter converges to the stable point more quickly than the traditional asynchronous filter, the stability of the designed filter is verified. 展开更多
关键词 Markov Jumping System l2 - l Performance Fading Channel Nonstationary Filtering multiplicative noises
在线阅读 下载PDF
Robust stability analysis for Markovian jumping stochastic neural networks with mode-dependent time-varying interval delay and multiplicative noise
8
作者 张化光 浮洁 +1 位作者 马铁东 佟绍成 《Chinese Physics B》 SCIE EI CAS CSCD 2009年第8期3325-3336,共12页
This paper is concerned with the problem of robust stability for a class of Markovian jumping stochastic neural networks (MJSNNs) subject to mode-dependent time-varying interval delay and state-multiplicative noise.... This paper is concerned with the problem of robust stability for a class of Markovian jumping stochastic neural networks (MJSNNs) subject to mode-dependent time-varying interval delay and state-multiplicative noise. Based on the Lyapunov-Krasovskii functional and a stochastic analysis approach, some new delay-dependent sufficient conditions are obtained in the linear matrix inequality (LMI) format such that delayed MJSNNs are globally asymptotically stable in the mean-square sense for all admissible uncertainties. An important feature of the results is that the stability criteria are dependent on not only the lower bound and upper bound of delay for all modes but also the covariance matrix consisting of the correlation coefficient. Numerical examples are given to illustrate the effectiveness. 展开更多
关键词 mode-dependent time-varying interval delay multiplicative noise covariance matrix correlation coefficient Markovian jumping stochastic neural networks
原文传递
Optimal Filtering Algorithm for Stochastic 2-D FMM Ⅱ with Multiplicative Noise
9
作者 CHUDongsheng LIANGMeng SHIXin ZHANGLing 《Journal of Ocean University of China》 SCIE CAS 2004年第1期106-110,共5页
A stochastic two dimensional Fornasini Marchesini’s Model Ⅱ (2 D FMM Ⅱ) with multiplicative noise is given, and a filtering algorithm for this model, which is optimal in the sense of linear minimum variance, is dev... A stochastic two dimensional Fornasini Marchesini’s Model Ⅱ (2 D FMM Ⅱ) with multiplicative noise is given, and a filtering algorithm for this model, which is optimal in the sense of linear minimum variance, is developed. The stochastic 2 D FMM Ⅱ with multiplicative noise can be reduced to a 1 D model, and the proposed optimal filtering algorithm for the stochastic 2 D FMM Ⅱ with multiplicative noise is obtained by using the state estimation theory of 1 D systems. An example is given to illustrate the validity of this algorithm. 展开更多
关键词 optimal filtering stochastic two-dimensional Fornasini-Marchesini's Model multiplicative noise linear minimum-variance
在线阅读 下载PDF
H^2-regularity random attractors of stochastic non-Newtonian fluids with multiplicative noise
10
作者 郭春晓 郭柏灵 杨慧 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2014年第1期105-116,共12页
In this paper, the authors study the long time behavior of solutions to stochastic non-Newtonian fluids in a two-dimensional bounded domain, and prove the existence of H2-regularity random attractor.
关键词 random attractor non-Newtonian fluid multiplicative noise Stratonovichprocess
在线阅读 下载PDF
A new two-step variational model for multiplicative noise removal with applications to texture images
11
作者 ZHANG Long-hui YAO Wen-juan +2 位作者 SHI Sheng-zhu GUO Zhi-chang ZHANG Da-zhi 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2024年第3期486-501,共16页
Multiplicative noise removal problems have attracted much attention in recent years.Unlike additive noise,multiplicative noise destroys almost all information of the original image,especially for texture images.Motiva... Multiplicative noise removal problems have attracted much attention in recent years.Unlike additive noise,multiplicative noise destroys almost all information of the original image,especially for texture images.Motivated by the TV-Stokes model,we propose a new two-step variational model to denoise the texture images corrupted by multiplicative noise with a good geometry explanation in this paper.In the first step,we convert the multiplicative denoising problem into an additive one by the logarithm transform and propagate the isophote directions in the tangential field smoothing.Once the isophote directions are constructed,an image is restored to fit the constructed directions in the second step.The existence and uniqueness of the solution to the variational problems are proved.In these two steps,we use the gradient descent method and construct finite difference schemes to solve the problems.Especially,the augmented Lagrangian method and the fast Fourier transform are adopted to accelerate the calculation.Experimental results show that the proposed model can remove the multiplicative noise efficiently and protect the texture well. 展开更多
关键词 multiplicative noise removal texture images total variation two-step variational method aug-mented Lagrangian method
在线阅读 下载PDF
A Fast Total Variation Algorithm for Multiplicative Noise Removal
12
作者 JIN Zheng-meng LI Zhi-xin 《南京邮电大学学报(自然科学版)》 2011年第5期124-128,共5页
In this paper,based on the work in[5],some theoretical analysis on a variational model for multiplicative noise removal is further studied.Moreover,the primal-dual technique is incorporated to design a fast algorithm ... In this paper,based on the work in[5],some theoretical analysis on a variational model for multiplicative noise removal is further studied.Moreover,the primal-dual technique is incorporated to design a fast algorithm for the variational model.Some numerical results are presented to illustrate the efficiency of the 展开更多
关键词 calculus of variation weak solutions BV primal-dual technique multiplicative noise image restoration
在线阅读 下载PDF
GEKF,GUKF and GGPF based prediction of chaotic time-series with additive and multiplicative noises
13
作者 伍雪冬 宋执环 《Chinese Physics B》 SCIE EI CAS CSCD 2008年第9期3241-3246,共6页
On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering (EKF), the unscented K... On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering (EKF), the unscented Kalman filtering (UKF) and the Gaussian particle filtering (GPF) to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal (These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper). Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF. 展开更多
关键词 additive and multiplicative noises different generalized nonlinear filtering chaotic timeseries prediction neural network approximation
原文传递
Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays
14
作者 Xiao Lu Qiyan Zhang +3 位作者 Xiao Liang Haixia Wang Chunyang Sheng Zhiguo Zhang 《Control Theory and Technology》 EI CSCD 2021年第3期328-338,共11页
This paper is concerned with the optimal linear quadratic Gaussian(LQG)control problem for discrete time-varying system with multiplicative noise and multiple state delays.The main contributions are twofolds.First,in ... This paper is concerned with the optimal linear quadratic Gaussian(LQG)control problem for discrete time-varying system with multiplicative noise and multiple state delays.The main contributions are twofolds.First,in virtue of Pontryagin’s maximum principle,we solve the forward and backward stochastic difference equations(FBSDEs)and show the relationship between the state and the costate.Second,based on the solution to the FBSDEs and the coupled difference Riccati equations,the necessary and sufficient condition for the optimal problem is obtained.Meanwhile,an explicit analytical expression is given for the optimal LQG controller.Numerical examples are shown to illustrate the effectiveness of the proposed algorithm. 展开更多
关键词 LQG control Discrete time-varying system multiplicative noise Multiple state delays
原文传递
A Decentralized Parallel One-Pass Fixed-Interval Deconvolution Algorithm for Multisensor Systems with Multiplicative Noises
15
作者 CHU Dongsheng LIU Bin +1 位作者 LIANG Meng ZHANG Ling 《Journal of Ocean University of Qingdao》 2002年第2期206-210,共5页
A decentralized parallel one-pass deconvolution algorithm for multisensor systems with multiplicative noises is proposed. Comparing with the conventional deconvolution algorithm, it avoids the computational overload a... A decentralized parallel one-pass deconvolution algorithm for multisensor systems with multiplicative noises is proposed. Comparing with the conventional deconvolution algorithm, it avoids the computational overload and the high storage requirement. The algorithm is optimal in the sense of linear minimum-variance. The simulation results illustrate the validity of the proposed algorithm. 展开更多
关键词 marine oil exploration data fusion one-pass deconvolution decentralized parallel processing multisensor systems multiplicative noises
在线阅读 下载PDF
Pure Multiplicative Noises Induced Population Extinction in an Anti-tumor Model under Immune Surveillance
16
作者 WANG Can-Jun LI Di MEI Dong-Cheng 《Communications in Theoretical Physics》 SCIE CAS CSCD 2009年第9期463-467,共5页
The dynamical characters of a theoretical anti-tumor model under immune surveillance subjected to a pure multiplicative noise are investigated. The effects of pure multiplicative noise on the stationary probability di... The dynamical characters of a theoretical anti-tumor model under immune surveillance subjected to a pure multiplicative noise are investigated. The effects of pure multiplicative noise on the stationary probability distribution (SPD) and the mean first passage time (MFPT) are analysed based on the approximate Fokker-Planck equation of the system in detail. For the anti-tumor model, with the multiplieative noise intensity D increasing, the tumor population move towards to extinction and the extinction rate can be enhanced. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained. 展开更多
关键词 multiplicative noise anti-tumor model
在线阅读 下载PDF
Exact controllability of rational expectations model with multiplicative noise and input delay
17
作者 Wenjing Wang Juanjuan Xu +1 位作者 Huanshui Zhang Minyue Fu 《Journal of Automation and Intelligence》 2024年第1期19-25,共7页
This paper considers the rational expectations model with multiplicative noise and input delay,where the system dynamics rely on the conditional expectations of future states.The main contribution is to obtain a suffi... This paper considers the rational expectations model with multiplicative noise and input delay,where the system dynamics rely on the conditional expectations of future states.The main contribution is to obtain a sufficient condition for the exact controllability of the rational expectations model.In particular,we derive a sufficient Gramian matrix condition and a rank condition for the delay-free case.The key is the solvability of the backward stochastic difference equations with input delay which is derived from the forward and backward stochastic system. 展开更多
关键词 Rational expectations model Exact controllability Exactly null controllability multiplicative noise Input delay
在线阅读 下载PDF
Multiquadric Radial Basis Function Approximation Scheme for Solution of Total Variation Based Multiplicative Noise Removal Model 被引量:1
18
作者 Mushtaq Ahmad Khan Ahmed BAltamimi +4 位作者 Zawar Hussain Khan Khurram Shehzad Khattak Sahib Khan Asmat Ullah Murtaza Ali 《Computer Modeling in Engineering & Sciences》 SCIE EI 2021年第1期55-88,共34页
This article introduces a fastmeshless algorithm for the numerical solution nonlinear partial differential equations(PDE)by Radial Basis Functions(RBFs)approximation connected with the Total Variation(TV)-basedminimiz... This article introduces a fastmeshless algorithm for the numerical solution nonlinear partial differential equations(PDE)by Radial Basis Functions(RBFs)approximation connected with the Total Variation(TV)-basedminimization functional and to show its application to image denoising containing multiplicative noise.These capabilities used within the proposed algorithm have not only the quality of image denoising,edge preservation but also the property of minimization of staircase effect which results in blocky effects in the images.It is worth mentioning that the recommended method can be easily employed for nonlinear problems due to the lack of dependence on a mesh or integration procedure.The numerical investigations and corresponding examples prove the effectiveness of the recommended algorithm regarding the robustness and visual improvement as well as peak-signal-to-noise ratio(PSNR),signal-to-noise ratio(SNR),and structural similarity index(SSIM)corresponded to the current conventional TV-based schemes. 展开更多
关键词 Denoised image multiplicative and speckle noises total variation(TV)filter Euler-Lagrange restoration equation multiquadric radial basis functions meshless and mesh-based schemes
在线阅读 下载PDF
Nonlocal Matrix Rank Minimization Method for Multiplicative Noise Removal
19
作者 Hui-Yin Yan 《Communications on Applied Mathematics and Computation》 2025年第5期1744-1768,共25页
Multiplicative noise removal is a challenging problem in image denoising.In this paper,we develop a nonlocal matrix rank minimization method for the multiplicative noise removal problem.By utilizing the logarithm tran... Multiplicative noise removal is a challenging problem in image denoising.In this paper,we develop a nonlocal matrix rank minimization method for the multiplicative noise removal problem.By utilizing the logarithm transformation,we convert the problem into an additive noise removal problem and propose a maximum a posteriori(MAP)estimation-based matrix rank minimization model for this kind of additive noise removal.A proximal alternating algorithm is designed to solve the matrix rank minimization model.The convergence of the algorithm is demonstrated by the famous Kurdyka-Lojasiewicz property.Taking advantage of the proposed matrix rank minimization model and its proximal alternating algorithm,a multiplicative noise removal method is finally developed.Numerical experiments illustrate that the proposed method can remove multiplicative noise in images much better than the existing state-of-the-art methods in terms of both image recovered measure quantities and visual qualities. 展开更多
关键词 multiplicative noise Matrix rank minimization Proximal alternating method Kurdyka-Lojasiewicz property
在线阅读 下载PDF
ON THE OBSERVABILITY AND DETECTABILITY OF LINEAR STOCHASTIC SYSTEMS WITH MARKOV JUMPS AND MULTIPLICATIVE NOISE 被引量:5
20
作者 Yuanhua NI Weihai ZHANG Haitao FANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2010年第1期102-115,共14页
This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (... This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (PBH) Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H2/H∞ control for such MJLSS is discussed under exact detectability. 展开更多
关键词 Exact detectability exact observability Markov jump systems multiplicative noise PBH Criterion stochastic H2/H∞ control.
原文传递
上一页 1 2 3 下一页 到第
使用帮助 返回顶部