| Stochastic Optimal Estimation with Fuzzy Random Variables and Fuzzy Kalman Filtering |
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| 作者姓名： | 冯玉瑚 |
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| 作者单位： | Department of Applied Mathematics, Donghua University, Shanghai 200051 |
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| 摘 要： | By constructing a mcan-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts： a real-valued non-random recurrence equation and the standard Kalman filtering.
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| 关 键 词： | 高斯模糊随机变量 随机最优估计 模糊卡尔曼滤波 离散时间动态模糊系统 |
| 收稿时间： | 2005-02-24 |
Stochastic Optimal Estimation with Fuzzy Random Variables and Fuzzy Kalman Filtering |
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| FENG Yu-hu.Stochastic Optimal Estimation with Fuzzy Random Variables and Fuzzy Kalman Filtering[J].Journal of Donghua University,2005,22(5):73-77. |
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| Authors: | FENG Yu-hu |
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| Abstract: | By constructing a mean-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts: a real-valued non-random recurrence equation and the standard Kalman filtering. |
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| Keywords: | gaussian fuzzy random variable stochastic optimal estimation fuzzy Kalman filtering discretetime dynamic fuzzy system |
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