| 非线性Bayes动态模型的研究 |
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| 引用本文： | 徐传胜,高理峰.非线性Bayes动态模型的研究[J].山东师范大学学报(自然科学版),2003,18(3):18-21. |
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| 作者姓名： | 徐传胜 高理峰 |
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| 作者单位： | 临沂师范学院数学系,276005,山东,临沂 |
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| 摘 要： | 对正态误差下的非线性Bayes动态模型进行了处理．对模型分观测误差已知和未知常数两种情况进行了研究，利用Taylor展开来近似参数分布，并引入E—M算法，完成了模型的修正、递推。
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| 关 键 词： | 非线性Bayes动态模型 正态误差 先验分布 后验分布 Taylor展开 E—M算法 参数分布 |
A RESOLUTION TO NONLINEAR BAYESIAN DYNAMIC MODELS |
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| Xu Chuansheng,Gao Lifeng.A RESOLUTION TO NONLINEAR BAYESIAN DYNAMIC MODELS[J].Journal of Shandong Normal University(Natural Science),2003,18(3):18-21. |
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| Authors: | Xu Chuansheng Gao Lifeng |
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| Abstract: | Nonlinear bayesian dynamic models under normal errors are resolved.We study two kinds of models whose observation variances are known and unknown constant.The distribution of model parameters is obtained through Taylor expansion,and the updating and recursion of model are completed using E-M algorithm. |
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| Keywords: | Bayesian dynamic models prior distribution posterior distribution Taylor expansion |
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