Optimal algorithms of the nonlinear filtering, identification and hypotheses checking for dynamical systems

被引：0

作者：

Beloglazov, IN ^{[1
]}

Kazarin, SN ^{[1
]}

机构：

[1] Zhukovskii AF Mil Engn Acad, Moscow 125190, Russia

来源：

NONLINEAR CONTROL SYSTEMS 2001, VOLS 1-3 | 2002年

关键词：

filtering; identification; hypotheses checking;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper reveals the structure and obtains equations of the algorithm for joint filtration, identification, and hypothesis testing, which is optimal with respect to the test of the maximum of the a posteriori probability or likelihood function, possible constraints on the domain of unknown parameters are taken into account, important particular cases of the general statement of the problem that are of independent interest are studied, and the results are presented in the simplest and most obvious form. Copyright (C) 2001 IFAC.

引用

页码：651 / 656

页数：6