| 噪声统计的Bayes 极大验后估计与系统自适滤波 |
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| 引用本文： | 蔡洪. 噪声统计的Bayes 极大验后估计与系统自适滤波[J]. 国防科技大学学报, 1997, 19(1): 5-8 |
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| 作者姓名： | 蔡洪 |
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| 作者单位： | 国防科技大学自动控制系 |
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| 摘 要： | 对于具有测量的线性离散系统，在系统动力学噪声与测量统计特性未知的情况下，本文推导出了噪声统计特性在具有正态－逆Ｗｉｓｈａｒｔ分布验前信息情况之下的Ｂａｙｅｓ极大验后（ＭＡＰ）估计及其实时迫近，从而获得了系统的自适应滤波
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| 关 键 词： | Bayes方法，极大验后估计，自适应滤滤 |
| 收稿时间： | 1996-09-17 |
Bayesian MAP Estimation of Noise Statistics and System Adaptive Filtering |
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| Cai Hong. Bayesian MAP Estimation of Noise Statistics and System Adaptive Filtering[J]. Journal of National University of Defense Technology, 1997, 19(1): 5-8 |
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| Authors: | Cai Hong |
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| Affiliation: | Department of Automatic Control, NUDT, Changsha, 410073 |
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| Abstract: | For linear discrete systems with unknown noise statistics,the Bayesian maximum a posteriori (MAP) estimation of noise statistics are its real time approximation are deduced considering that the prior information of noise statistics is normal inverted Wishart distribution.Based on this,the system adaptive filtering is obtained. |
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| Keywords: | Bayes method MAP estimator adaptive filtering |
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