NTM方法在非线性贝叶斯动态模型中的应用

The application of NTM method in nolinear Bayesian dynamic models

将NTM方法应用于非线性贝叶斯动态模型,给出了它的递推公式以及随机变量的数字特征的计算,与蒙特卡洛方法相比提高了效率和精度.

The paper reports a new method to deal with nonlinear Bayesian dynamic models by using NTM method,and gives the recursive formulation and the number character of the variables. The method is more efficient and accurate than Monte Carlo＇ s method.