Research on GPS Multi-Scale Filtering Algorithm
Hui-Zi Luo · Journal of Naval Aeronautical and Astronautical University · 2011
By combining the model-based analysis for dynamic systems with multi-scale signal transformation,a new multi-scale dynamic model based on dynamic system with single model and single sensor at one given scale was proposed.By developing Kalman filtering,a new multi-scale algorithm was put forward for stochastic signal on the basis of the multi-scale dynamic model,and it could simultaneously implement decomposition and estimation for stochastic signal.The estimation obtained by use of the new algorithm with Haar wavelet were more accurate than the results based on Kalman filtering,and it showed the efficiency of the new algorithm.