Bayesian estimation for nonlinear stochastic hybrid systems with state dependent transitions-中国期刊网

摘要 TheBayesianapproachisconsideredasthemostgeneralformulationofthestateestimationfordynamicsystems.However,mostoftheexistingBayesianestimatorsofstochastichybridsystemsonlyfocusontheMarkovjumpsystem,fewliteratureisrelatedtotheestimationproblemofnonlinearstochastichybridsystemswithstatedependenttransitions.Accordingtothisproblem,anewmethodologywhichrelaxesquitearestrictiveassumptionthatthemodetransitionprocessmustsatisfyMarkovpropertiesisproposed.Inthismethod,ageneralapproachispresentedtomodelthestatedependenttransitions,thestateandoutputspacesarediscretedintocellspacewhichhandlesthenonlinearitiesandcomputationallyintensiveproblemoffline.ThenmaximumaposteriorestimationisobtainedbyusingtheBayesiantheory.Theefficacyoftheestimatorisillustratedbyasimulatedexample.

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Bayesian estimation for nonlinear stochastic hybrid systems with state dependent transitions

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Bayesian estimation for nonlinear stochastic hybrid systems with state dependent transitions

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