全球智库信息集成服务系统(G2TT): Asymptotic Analysis for Piecewise Linear Filtering.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Asymptotic Analysis for Piecewise Linear Filtering.
	Di Masi GB; Runggaldier WJ
发表日期	1987
出版者	IIASA, Laxenburg, Austria: WP-87-053
出版年	1987
语种	英语
摘要	A discrete-time nonlinear filtering problem with piecewise linear coefficients and not necessarily Gaussian disturbances is considered. It is shown that it possesses asymptotic properties that coincide with the analogous properties of a filtering problem for a suitably randomized linear model which admits a finite-dimensional solution. The asymptotic properties are connected to the behavior of the nonlinear filters when some parameters of the distribution of the initial condition and of the signal disturbances become small. These asymptotic properties allow to consider the finite-dimensional filter as an approximate solution to the original problem. It can in fact be shown that, asymptotically, the original and the approximate models have the same conditional moments and, in particular, the same conditional mean square errors.
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/2999/
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/123454
推荐引用方式 GB/T 7714	Di Masi GB,Runggaldier WJ. Asymptotic Analysis for Piecewise Linear Filtering.. 1987.