基于不规则树的一类随机过程多尺度建模方法

A Method of Multiscale Modeling Based on the Irregular Tree for a Stochastic Process

该文针对一类异步采样的多传感器动态系统,在已有的规则树建模基础上,基于现象或过程所具有的Markov性,给出了过程基于不规则树的多尺度表示方法和多尺度动态建模过程,并通过计算机仿真验证了新方法的有效性。

Based on the modeling methods with the regular tree-structured model, and the Markov characteristics in most phenomena or processes, the multiscale representation with one kind of stochastic processes are presented, and the corresponding multiscale models are also proposed by the introducing irregular tree structure, and some good functions from these new models are illustrated by numerical examples together with computer simulations.