首页   按字顺浏览 期刊浏览 卷期浏览 On filtering and smoothing algorithms for non-linear state estimation†
On filtering and smoothing algorithms for non-linear state estimation†

 

作者: ANDREWP. SAGE,   WILLIAMS. EWING,  

 

期刊: International Journal of Control  (Taylor Available online 1970)
卷期: Volume 11, issue 1  

页码: 1-18

 

ISSN:0020-7179

 

年代: 1970

 

DOI:10.1080/00207177008905876

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper discusses a summary derivation of maximum aposterioriestimation for continuous and discrete non-linear systems. It is known that with Gaussian aprioristatistics, the maximum aposterioriestimate is equivalent to an appropriate least squares fit. Filtering, fixed interval and fixed point smoothing algorithms for approximate non-linear estimation are obtained for the least squares eurve fit using ‘ running time ’ and ‘ fixed time ’ invariant embedding. Examples illustrating the use of the algorithms are presented.

 

点击下载:  PDF (291KB)



返 回