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Anglický jazyk
Zakai Equation
Autor: Lambert M. Surhone
High Quality Content by WIKIPEDIA articles! In filtering theory the Zakai equation is a linear recursive filtering equation for the un-normalized density of a hidden state. In contrast, the Kushner equation gives a non-linear recursive equation for the normalized... Viac o knihe
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O knihe
High Quality Content by WIKIPEDIA articles! In filtering theory the Zakai equation is a linear recursive filtering equation for the un-normalized density of a hidden state. In contrast, the Kushner equation gives a non-linear recursive equation for the normalized density of the hidden state. In principle either approach allows one to estimate a quantity (the state of a dynamical system) from noisy measurements, even when the system is non-linear (thus generalizing the earlier results of Wiener and Kalman for linear systems and solving a central problem in estimation theory). The application of this approach to a specific engineering situation may be problematic however, as these equations are quite complex. The Zakai equation is a bilinear stochastic partial differential equation.
- Vydavateľstvo: OmniScriptum
- Rok vydania: 2026
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9786130335342
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