论文标题
彩色tobit kalman滤镜
Coloured Tobit Kalman Filter
论文作者
论文摘要
本文介绍了一维测量值并批准状态空间模型的噪音时，涉及Tobit Kalman过滤（TKF）过程。提出了标准TKF流程的两个改进。首先，通过审查测量的矩生成函数来计算审查测量的确切矩。其次，在提出的方法中考虑了彩色噪声，以解决现实生活中的问题，而白色噪声并不常见。使用两个实验模拟评估设计的过程。结果表明，在两个实验中，所提出的方法在最小化根平方误差（RMSE）方面优于其他方法。
This paper deals with the Tobit Kalman filtering (TKF) process when the one-dimensional measurements are censored and the noises of the state-space model are coloured. Two improvements of the standard TKF process are proposed. Firstly, the exact moments of the censored measurements are calculated via the moment generating function of the censored measurements. Secondly, coloured noises are considered in the proposed method in order to tackle real-life problems, where the white noises are not common. The designed process is evaluated using two experiments-simulations. The results show that the proposed method outperforms other methods in minimizing the Root Mean Square Error (RMSE) in both experiments.
