摘要
非高斯、非线性的状态空间模型研究近年来有很多新的进展,在许多领域得到应用, 其中用Monte Carlo方法进行滤波是一种简洁、方便的新方法,本文介绍这方面的新进展以及应用 情况,包括本研究组的研究成果.
The study on non-Gaussian nonlinear state space model has achieved many new results, and the model has been applied to many practical fields. Among these new developments, the Monte Carlo filtering methosd provides a clear, simple solution to the non-Gaussian nonlinear state space model. This article will introduce some new developments and applications in this field, including results obtained by our research group.
出处
《数学进展》
CSCD
北大核心
2004年第4期415-424,共10页
Advances in Mathematics(China)
基金
该研究工作得到了国家自然科学基金的资助(No.10171005)