| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1016/S1474-6670(17)54838-7 |
| Combined Filtering and Parameter Estimation for Discrete-time Systems Driven by Approximately White Gaussian Noise Disturbances. | |
| Runggaldier W; Visentin C | |
| 发表日期 | 1988 |
| 出处 | IFAC Proceedings Volumes 21 (9): 869-872 |
| 出版年 | 1988 |
| 语种 | 英语 |
| 摘要 | We consider a partially observable, discrete-time process{xt, θt, yt} over a finite horizon T, where the unobservable components are {xt, θt}. Conditionally on {θt}, the pair {xt}, {yt} satisfies a linear model of the form (1) below; {θt} itself evolves according to a given joint a-priori distribution p(θ0,…, θT), The purpose of the paper is to determine recursively the joint conditional distribution p(xt, θt|yt), (yt: = {y0,…,yt}), or, more specifically, E{f(xt, θt)|yt}, namely the (mean squre)optimal filter for a given When θtis constant our problem becomes that of the combined filtering and parameter estimation. |
| 关键词 | Adaptive systems Bayes methods Discrete time systems Nonlinear filtering Parameter estimation Robust procedures |
| URL | http://pure.iiasa.ac.at/id/eprint/14725/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127030 |
| 推荐引用方式 GB/T 7714 | Runggaldier W,Visentin C. Combined Filtering and Parameter Estimation for Discrete-time Systems Driven by Approximately White Gaussian Noise Disturbances.. 1988. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Runggaldier W]的文章 |
| [Visentin C]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Runggaldier W]的文章 |
| [Visentin C]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Runggaldier W]的文章 |
| [Visentin C]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
