| 非正态噪声一阶非线性离散系统的递推滤波 |
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| 引用本文： | 何关钰. 非正态噪声一阶非线性离散系统的递推滤波[J]. 系统科学与数学, 1992, 12(2): 174-177 |
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| 作者姓名： | 何关钰 |
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| 作者单位： | 上海交通大学应用数学系 上海200030 |
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| 摘 要： | 其中,X_n,Y_n 均为一维,初始观测 Y_0=0,初始状态 X_0,系统噪声{W_n}(?)以及观测噪声{V_n}相互独立,它们的分布函数分别为
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RECURSIVE FILTER FOR THE FIRST-ORDER NONLINEAR DISCRETE-TIME SYSTEMS WITH NON-NORMAL NOISES |
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| HE GUAN-YU. RECURSIVE FILTER FOR THE FIRST-ORDER NONLINEAR DISCRETE-TIME SYSTEMS WITH NON-NORMAL NOISES[J]. Journal of Systems Science and Mathematical Sciences, 1992, 12(2): 174-177 |
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| Authors: | HE GUAN-YU |
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| Affiliation: | Shanghai Jiaotong University,Shanghai 200030 |
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| Abstract: | In this paper the first order nonlinear discrete-time filtering problem for the first ordersystem is discussed under condition that the noise has distribution density.By use of the jointdistribution function,a recursive method for filtering is obtained. |
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