| dc.contributor | 統計學系 | - |
| dc.creator (作者) | 翁久幸 | - |
| dc.date (日期) | 2013 | - |
| dc.date.accessioned | 20-Apr-2016 16:52:26 (UTC+8) | - |
| dc.date.available | 20-Apr-2016 16:52:26 (UTC+8) | - |
| dc.date.issued (上傳時間) | 20-Apr-2016 16:52:26 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/85783 | - |
| dc.description.abstract (摘要) | 在過去數年，我們已經相當程度探索Woodroofe-Stein 等式 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 之應用及其與卡爾曼fileter 之關聯 。我們得到一種新的方 法來推導卡爾曼增益(Kalman gain)。本計畫之副產品是將目 前Woodroofe-Stein 等式進一步推展， 得到多元的Gram- Charlier 級數。 In the past years we have explored Woodroofe-Stein"s identity and its applications to sequential analysis and Bayesian statistics. This project focused on its application to dynamic models and relation to Kalman fileter. We provide a new approach to obtain the Kalman gain. A by-product of this project is to take the present Woodroofe-Stein"s identity one step further to obtain the multivariate Gram-Charlier series. | - |
| dc.format.extent | 460863 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | 計畫編號 NSC 102-2118-M004-003-MY2 | - |
| dc.subject (關鍵詞) | 貝氏分析;動態系統;卡爾曼渡波;Woodroofe-Stein等式 | - |
| dc.subject (關鍵詞) | Bayesian inference;dynamic systems;Kalman filter;Woodroofe-Stein`s identity | - |
| dc.subject (關鍵詞) | 貝氏分析; 動態系統; 卡爾曼濾波; Woodroofe-Stein 等式; Bayesian inference; dynamic systems; Kalman filter; Woodroofe-Stein"s identity | - |
| dc.title (題名) | 動態系統的貝氏分析 | - |
| dc.title.alternative (其他題名) | Bayesian Inference for Some Dynamic Systems | - |
| dc.type (資料類型) | report | - |
