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https://ah.lib.nccu.edu.tw/handle/140.119/85783
題名: | 動態系統的貝氏分析 | 其他題名: | Bayesian Inference for Some Dynamic Systems | 作者: | 翁久幸 | 貢獻者: | 統計學系 | 關鍵詞: | 貝氏分析;動態系統;卡爾曼渡波;Woodroofe-Stein等式 Bayesian inference;dynamic systems;Kalman filter;Woodroofe-Stein`s identity 貝氏分析; 動態系統; 卡爾曼濾波; Woodroofe-Stein 等式;\r\nBayesian inference; dynamic systems; Kalman filter;\r\nWoodroofe-Stein"s identity |
日期: | 2013 | 上傳時間: | 20-Apr-2016 | 摘要: | 在過去數年,我們已經相當程度探索Woodroofe-Stein 等式\r\n及其在序貫分析和貝式統計之應用。本計畫著重在動態模型\r\n之應用及其與卡爾曼fileter 之關聯 。我們得到一種新的方\r\n法來推導卡爾曼增益(Kalman gain)。本計畫之副產品是將目\r\n前Woodroofe-Stein 等式進一步推展, 得到多元的Gram-\r\nCharlier 級數。\r\nIn the past years we have explored Woodroofe-Stein"s\r\nidentity and its applications to sequential analysis\r\nand Bayesian statistics. This project focused on its\r\napplication to dynamic models and relation to Kalman\r\nfileter. We provide a new approach to obtain the\r\nKalman gain. A by-product of this project is to take\r\nthe present Woodroofe-Stein"s identity one step\r\nfurther to obtain the multivariate Gram-Charlier\r\nseries. | 關聯: | 計畫編號 NSC 102-2118-M004-003-MY2 | 資料類型: | report |
Appears in Collections: | 國科會研究計畫 |
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102-2118-M004-003-MY2.pdf | 450.06 kB | Adobe PDF2 | View/Open |
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