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The auxiliary variable system was constituted, and the recursive algorithm that can reduce the measurement noise interference has been developed. The bias property of LS with input/output measurement noise has been derived, and the self-adaptive deviation compensation principle of measurement noise variance has been proposed, and the corresponding algorithm is designed. The influence of parameters of wavelet modulating on estimation precision is investigated with simulation examples.

2构造了能降低测量噪声干扰的辅助变量系统及递推算法,研究了输入输出端测量噪声影响下最小二乘估计的偏差特性,提出了两种基于测量噪声方差估计的自适应偏差补偿原理并设计相应算法,用仿真算例研究了调制滤波器参数对辨识精度的影响。

New parameter estimation Markov recursive algorithm for continuous stochastic linear system and bilinear system is proposed.

基于小波变换的连续随机线性和双线性系统参数辨识Markov方法分析研究了连续维纳过程在小波变换下的统计特性,给出了维纳过程的离散小波变换系数所构成的离散随机过程的协方差矩阵计算和估计方法,基此提出了线性和双线性连续随机系统参数辨识的Markov估计方法及其递推算法。

We proposed the simplest structure of 2-D bilinear transformation digital circuit, we proposed four approaches of the realizations:(1) Realization of 2-D discrete domain difference equations;(2) 2-D FFT realization;(3) Digital hardware implementation;(4) by 2-D recursive digital structure to realize them.

在第七章,我们则重点研究了二维数字滤波器的实现问题。我们对第六章提出的2-D双线性变换电路又作了进一步的简化,获得了一种最简结构的二维双线性变换数字电路,该电路仅有二个延时器和一个乘法器。在第七章里,我们提出了二维跳耦型数字滤波器的四种实现方法:(1)二维时域差分方程实现;(2)二维FFT实现;(3)数字硬件实现,(4)用2-D递归数字结构实现。

Based on the relationship between the discrete-time difference equation and its observable state-space canonical form, the explicit solution to Diophantine equation in generalized predictive control is derived.

利用被控对象的离散差分方程与其状态空间能观标准型之间的关系,推导出广义预测控制中Diophantine方程的显式解,从而避免了其递推求解,使广义预测控制的应用更加方便。

This text has relatively passed and pushed away France and characteristic root law and solved the difference of difference equations through these questions.

本文通过这些问题比较了递推法和特征根法解差分方程的差异。

The new method does not require the formation of the covariance matrix and its eigendecomposition.

不仅使得智能天线的结构尺寸减小了30%,通过多级嵌套维纳滤波器前向递推的方法,子空间的分解和维数确定可同时进行,不需要估计接收信号的协方差矩阵和对其作特征值分解,运算量可以明显降低,收敛速度快。

Furthermore,singular value decompositionis applied in the calculation of the covariance matrix of the formulas of Kalman Filter.

同时 ,在卡尔曼滤波计算中,将奇异值分解应用于卡尔曼滤波的递推公式中,提高了协方差阵计算的数值稳定性。

To reduce the operation time and to improve the response characteristic of the sensor, a method of converting difference equation to recursive arithmetic was adopted.

为了减小运算时间,改善传感器的响应特性,给出了一种将滤波器的差分方程变成递推运算的方法。

In addition, we also use other advanced econometrics methods such as recursive forecast error variance and non-parametric correlation coefficient tests.

此外,本文还采用了递归方差分解分析、非参数相关性检验等一系列较为前沿的计量经济学方法。

Furthermore, the situation of the targets and imaging devices considering noise is studied. The recurrence formula of parameter estimation and the steady variance of estimation error are given.

进一步研究了目标受到干扰及成像设备存在噪声情况下的目标运动参数的估计问题,得到了参数估计的递推公式,并给出了估计误差稳态方差的范围。

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我不赞成死刑——这是以牙还牙的报复行为。

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