The optimal estimation algorithm of measurement noise and the optimal state fusion algorithm for multi-channel system with multiplicative noises are mainly researched in this dissertation.
本文主要针对多通道带乘性噪声系统的观测噪声最优估计算法和状态最优融合估计算法展开进一步研究。
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A partitioned optimal filtering algorithm for multi-channel systems with multiplicative noise among observation channels is proposed.