Bayesian estimation for nonlinear stochastic hybrid systems with state dependent transitions

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摘要 TheBayesianapproachisconsideredasthemostgeneralformulationofthestateestimationfordynamicsystems.However,mostoftheexistingBayesianestimatorsofstochastichybridsystemsonlyfocusontheMarkovjumpsystem,fewliteratureisrelatedtotheestimationproblemofnonlinearstochastichybridsystemswithstatedependenttransitions.Accordingtothisproblem,anewmethodologywhichrelaxesquitearestrictiveassumptionthatthemodetransitionprocessmustsatisfyMarkovpropertiesisproposed.Inthismethod,ageneralapproachispresentedtomodelthestatedependenttransitions,thestateandoutputspacesarediscretedintocellspacewhichhandlesthenonlinearitiesandcomputationallyintensiveproblemoffline.ThenmaximumaposteriorestimationisobtainedbyusingtheBayesiantheory.Theefficacyoftheestimatorisillustratedbyasimulatedexample.
机构地区 不详
出版日期 2012年02月12日(中国期刊网平台首次上网日期,不代表论文的发表时间)
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