一类非平稳随机传递系统的最佳非线性滤波及优化算法

运用最佳非线性滤波方法及优化算法,讨论了一类不完全数据与具有连续时间的非平稳随机过程的最佳控制问题,得到了这两种状态下的两个最佳控制数学模型,给出了这类非平稳随机传递系统的最佳编码与最佳译码的建立方法,为解决这类非平稳随机过程的最佳控制提供了一种有效可靠的解决方法.

The Optimal Non-linear Filtering and Majorized Algorithm of a Kind of Nonstationary Stochastic Transmission System

Applying the method of optimal non-linear filtering and majorized algorithm, this paper discusses the optimal control of a kind of incomplete data and continuous nonstationary stochastic process; yields two optimal control mathematical models in these two situations; illustrates how to establish the optimal coding and decoding of the nonstationary stochastic process: and provides an effective and reliable approach for the optimal control of such & process.