| 线性观测非线性离散系统的递推滤波 |
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| 引用本文： | 何关钰.线性观测非线性离散系统的递推滤波[J].上海交通大学学报,1992,26(1):101-109. |
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| 作者姓名： | 何关钰 |
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| 作者单位： | 上海交通大学应用数学系 |
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| 摘 要： | 本文讨论观测过程对于状态过程为线性关系的非线性离散系统的滤波问题,给出条件分布密度函数的递推格式,由此得到滤波公式.
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| 关 键 词： | 随机系统 递推滤波 条件分布密度 |
Recursive Filter for Nonlinear Discrete-time Systems with Linear Observation |
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| He Guanyu.Recursive Filter for Nonlinear Discrete-time Systems with Linear Observation[J].Journal of Shanghai Jiaotong University,1992,26(1):101-109. |
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| Authors: | He Guanyu |
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| Abstract: | The purpose of this paper is to filter the state of a nonlinear discrete-time system,where the relation of the observation process with respect to the state process is linear.First,recursive form of conditional distribution density function is given and then explicit filtering formulae is obtained. |
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| Keywords: | nonlinear discrete-time stochastic system conditional distribution density function recursive filter |
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