一般状态空间模型的延迟取样估计方法
摘要
本文提出了一种用于处理一般状态空间模型状态估计的延迟取样估计算法.数值实验的结果表明,在计算复杂度相当的条件下,该算法能够取得比同步估计算法更加精确的估计结果.
出处
《应用概率统计》
CSCD
北大核心
2009年第2期219-223,共5页
Chinese Journal of Applied Probability and Statistics
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