查询词典 stochastic filtering

The fourth chapter in this paper introduces the modeling ideas of stochasticvolatility into panel data model and puts forward panel data stochastic volatilitymodel. The Kalman Filtering can be employed to filter out the quasi-likelihoodfunction of the model and quasi-maximum likelihood estimation is used as achief means of estimating the parameter of the model.

第四章则将随机波动建模思想引入平行数据模型，提出平行数据随机波动模型，运用卡尔漫滤波方法得到模型的伪似然函数，进而采用极大似然估计方法求解模型参数。

A filtering algorithm for SMN is developed under the condition that the multiplicative noise is in the form of a general stochastic matrix and each component of the multiplicative noise matrix is correlated at the same time.

该算法保持了线性最小方差意义下是最优的特点，同时提高了数值鲁棒性。

Under the circumstances that some prior knowledge about the possible fault can be obtained,the dynamic behavior of the fault is proposed and used to solve fault estimation problem.While,if there is no extra knowledge available about the possible fault other than the condition of l_2 bounded,the residual generation is formulated into a problem of observer-based H_∞filtering problem in the sense of stochastic,and the linear matrix inequality approach to solve this problem is proposed.

对于能够了解部分故障先验知识的情况，提出描述故障结构特性的动态模型，解决H_∞故障估计问题；而当故障信息完全未知情况下，将基于观测器的残差产生器设计归结为随机意义下的H_∞滤波问题，提出了该问题求解的线性矩阵不等式方法。

Reversed-time filtering and one-pass deconvolution algorithms for complicated multi-channel SMN that this dissertation discussed describes the situation that the multiplicative noise is expanded to a general stochastic matrix. It has a kind of more complicated channel characteristic and matchs the actual circumstance more.

另外随着计算机技术的飞速发展，高度复杂的数据处理已成为可能，带乘性噪声系统的最优估计算法的稳定性问题及多传感器信息融合问题在众多领域受到了人们的广泛关注。

For the multisensor linear discrete time-varying stochastic control systems with the different local dynamic models, using the Kalman filtering method, under the optimal fusion criterion weighted by scalars, the unified and universal optimal information fusion white noise deconvolution estimators are presenced, and for the corresponding time-invariant systems, the steady-state optimal information fusion white noise deconvolution estimators are also presented.

对于带不同局部动态模型的多传感器线性离散时变随机控制系统，应用Kalman滤波方法，在按标量加权最优融合准则下，提出了统一和通用的最优信息融合白噪声反卷积估值器，并对定常系统提出了稳态最优信息融合白噪声反卷积估值器。

For the multisensor linear discrete time-varying stochastic control systems with the different local dynamic models, using the Kalman filtering method, under the optimal fusion criterion weighted by scalars, the unified and universal optimal information fusion white noise deconvolution estimators are presenced, and for the corresponding time-invariant systems, the steady-state optimal information fusion white noise deconvolution estimators are also presented.

黑龙江大学自动化系，哈尔滨150080中文摘要：对于带不同局部动态模型的多传感器线性离散时变随机控制系统，应用Kalman滤波方法，在按标量加权最优融合准则下，提出了统一和通用的最优信息融合白噪声反卷积估值器，并对定常系统提出了稳态最优信息融合白噪声反卷积估值器。

On closer examination, though, this is not a vote for multilateralism but just the opposite.

仔细审视后我们发现，这并非是对多边主义投出的赞成票，而是恰好相反。

Uncovering their weak spots, so I can defeat them.

揭露出他们的弱点，这样我就可以打败他们了。