全球智库信息集成服务系统(G2TT): Combined Filtering and Parameter Estimation for Discrete-Time Systems Driven by Approximately White Gaussian Noise Disturbances.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Combined Filtering and Parameter Estimation for Discrete-Time Systems Driven by Approximately White Gaussian Noise Disturbances.
	Runggaldier WJ; Visentin C
发表日期	1987
出版者	IIASA, Laxenburg, Austria: WP-87-060
出版年	1987
语种	英语
摘要	In the problem of combined filtering and parameter estimation one considers a stochastic dynamical system whose state x_t is only partially observed through an observation process y_t. The stochastic model for the process pair (x_t, y_t) depends furthermore on an unknown parameter theta. Given an observation history of the process y_t, the problem then consists in estimating recursively both the current state x_t of the system (filtering) as well as the value theta of the parameter (Bayesian parameter estimation).
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/2992/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123447
推荐引用方式 GB/T 7714	Runggaldier WJ,Visentin C. Combined Filtering and Parameter Estimation for Discrete-Time Systems Driven by Approximately White Gaussian Noise Disturbances.. 1987.