کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6957937 1451923 2018 34 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Projection smoothing for continuous and continuous-discrete stochastic dynamic systems
ترجمه فارسی عنوان
هموار سازی پروجکشن برای سیستم های پویا مداوم و مستمر گسسته
کلمات کلیدی
فیلتر کردن دائمی مستمر، صاف کردن دائمی-گسسته، روش پیش بینی،
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
چکیده انگلیسی
This study investigates the states of continuous and continuous-discrete time nonlinear stochastic dynamic systems conditioned on noisy measurements. We adopt a differential geometric approach to construct finite-dimensional algorithms for solving the filtering and smoothing problems associated with such systems. In particular, we use a projection method based on the Hellinger distance and the related Fisher metric to derive a novel backward equation that is satisfied by the approximate probability density associated with the smoothing problem. Finally, by combining our approach with a previously developed projection filter, we formulate a finite-dimensional approximation of the forward (filtering) and backward (smoothing) algorithms on the basis of the above-mentioned projection method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 144, March 2018, Pages 333-340
نویسندگان
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