A set of equations of optimal fixed-lag smoothing filter are obtained by using optimal fix-lag smooth time forward-recurrence algorithm and solving the built system mathematic model.
采用最佳固定滞后平滑的时间向前递推的算法,对所建立的系统数学模型求解,得出了最佳固定滞后平滑滤波的一组方程。
A unified algorithm to the optimal filtering, smoothing and prediction is presented, and the asymptotic stability for the initial value of the algorithm is proved.
提出一种统一处理系统最优滤波、预报和平滑估计的新方法,证明了新算法的渐近稳定性。
Based on multiscale optimal filtering fusion, an optimal state fixed-interval smoothing algorithm is developed for systems with multiplicative noise.
针对多尺度带乘性噪声系统,在多尺度最优滤波融合的基础上,进行状态最优固定域平滑算法的研究。
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