| 一类随机系统的EK滤波 |
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| 引用本文： | 徐炳吉.一类随机系统的EK滤波[J].山东理工大学学报,1995(2). |
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| 作者姓名： | 徐炳吉 |
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| 作者单位： | 山东工程学院基础部 |
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| 摘 要： | 本文给出一类含时变未知参数的随机系统,在系统状态噪声与量测噪声于有限时间区间上相关情况下的广义卡尔曼滤波递推公式。
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| 关 键 词： | 随机系统 非线性系统 滤波 参数估计 |
Extened Kalman Filtering For A Class of Stochastic Systems |
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| Xu Bing.Extened Kalman Filtering For A Class of Stochastic Systems[J].Journal of Shandong University of Technology:Science and Technology,1995(2). |
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| Authors: | Xu Bing |
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| Institution: | Department of Basic Course |
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| Abstract: | For a class of stochastic systems with unknown time varying parameter,when the state and measurement noises correlated on a finite time interval,the extened Kalman filtering recurrence formulas are given |
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| Keywords: | Stochastic system Nonliear system Filterig Parameter estimation |
| 本文献已被 CNKI 等数据库收录！ |
