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.
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