非线性动态模型的监控

Moniforing of Non-linear Dynamic Model

首先给出了非线性动态模型近似的一步预测密度，然后通过构造合适的备择模型和利用贝叶斯因子法，讨论了非线性动态模型的监控问题。

At first gives approximate predictive density of non-linear chynamic model, then discusses the problem of non-linear dynamic model moniforing through construfing appropriate alternative model and using Bayes′ factor.