摘要
在完备概率空间中,着重讨论了一类二维部分可观测随机过程非线性滤波的最优化问题,获得了该过程依概率意义的最佳非线性滤波方程以及在均方意义下的内插与外推最佳非线性估计式等若干良好结果.
This article emphatically discusses a kind of optimization problem in the complete probability space on non-linear filter of two dimension partially measurable stochastic process. It obtains the best non-linear filter e-qualion of probability sense in this process. It also gains several good results of the optimal intexpolation and extrapolation non-linear estimator by the mean square sense.
出处
《系统工程》
CSCD
1995年第6期7-9,共3页
Systems Engineering
关键词
随机过程
非线性滤波
最佳化
probability space, measurable stochastic process, non-linear filter, the optima non-linear estimator
