Working-Memory 发表于 2025-3-25 04:56:50
http://reply.papertrans.cn/48/4742/474118/474118_21.pngAncestor 发表于 2025-3-25 11:25:33
Estimation and Estimator Properties,elop a predator-prey model for wildlife management.The measurements in all the above applications include measurement errors that must be considered when evaluating the model parameters. The measurement errors can be deterministic, random, or both, depending on the application. The presence of error纵欲 发表于 2025-3-25 12:33:56
Nonlinear Filtering,tems, linearization results in large estimation errors and other approaches are recommended. Several approaches require selecting a number of points and using them to approximate the conditional probability density function (pdf) of the state given the data. The unscented Kalman filter selects the pintuition 发表于 2025-3-25 16:20:22
Generalizing the Basic Discrete Kalman Filter,onal load. This can be accomplished using sequential computation to eliminate matrix inversion in the corrector, where one measurement is processed at a time. To reduce computational errors, we can propagate the square root of the covariance matrices in square root filtering. This comes at the expense of complicating the Kalman filter algorithm.doxazosin 发表于 2025-3-25 21:27:40
Prediction and Smoothing,ressively used to improve the estimate at a fixed time point, (ii) fixed lag smoothing, where the time point where the estimate is obtained moves at a fixed lag before the current time, and (iii) fixed-interval smoothing, where data is collected over a fixed interval then used to estimate the state at all time points in the interval.是限制 发表于 2025-3-26 01:09:21
Hidden Markov Models,e system can only be observed indirectly through measurements that randomly depend on the state, we have a hidden Markov model (HMM)..The HMM can be used to estimate the state of a dynamic system when no state-space model of the system is available provided that the probabilities of transition between states and measurements are known.利用 发表于 2025-3-26 07:30:36
Maximum-Likelihood Estimation,rties, and its relation to BLUE and least-squares estimators. It also covers maximum a priori estimation, where the distribution of the unknown parameters is known. It also presents the related maximum a posteriori estimator which requires prior knowledge of the distribution of the estimated parameter.卷发 发表于 2025-3-26 09:26:49
Minimum Mean-Square Error Estimation,s a state estimator that minimizes the mean-square error. We examine the Kalman filter and discuss its stability. Some of the material on Kalman filter stability can be skipped by readers who do not have a strong background in linear system theory.PRE 发表于 2025-3-26 13:43:02
The Expectation Maximization Algorithm,e used in some cases where it is difficult to solve for the ML estimate. This chapter provides an introduction to the EM algorithm that includes how the algorithm is simplified for the exponential family of distributions. It also includes the use of the EM algorithm to fit data with a mixture of distributions.Veneer 发表于 2025-3-26 18:12:01
demonstrate the theory that makes extensive use of MATLAB.Pr.This book provides first-year graduate engineering students and practicing engineers with a solid introduction to random signals and estimation. It includes a statistical background that is often omitted in other textbooks but is essential