The invention relates to a catastrophe
filter algorithm. A large quantity of state catastrophes exist in the natural world, and therefore
signal processing becomes very important for the kind of systems. In combination with
system characteristics and state information,
system noise and observation
noise are regarded as two
stochastic control variables, a catastrophe potential function is established, a singular
point set is solved, catastrophe characteristics are evaluated through a catastrophe series method, then the normalized membership degree of the state catastrophes is calculated to express the degree of the state catastrophes, if catastrophes happen on a state completely, a last state predication value is not considered in the filter calculation in this time, and state evaluation is performed in combination with a sampling
point data predication value and a current measurement value. If catastrophes happen on the state partially, a using state predication value is calculated according to the membership degree of the catastrophes, and then state evaluation is performed in combination with the sampling
point data predication value and the current measurement value. The catastrophe
filter algorithm has the advantages that a
mathematical model and statistics characteristics of the
system noise and measurement noise do not need to be known accurately, and the catastrophe
filter algorithm is particularly suitable for performing
signal processing on strong-nonlinearity and strong-stochastic systems.