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Mixed State Estimation for a Linear Gaussian Markov Model
Mixed State Estimation Linear Gaussian Markov Model
2015/7/9
We consider a discrete-time dynamical system with Boolean and continuous states, with the continuous state propagating linearly in the continuous and Boolean state variables, and an additive Gaussian ...
State estimation under non-Gaussian Levy noise: A modified Kalman filtering method
Kalman filter modified Kalman filter Non-Gaussiannoise L′evy noise state estimation data assimilation
2013/4/28
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian L\'evy noise is present, the conventional Kalman filter may fail to be effective d...