rapid digital filtering 中文意思是什麼
rapid digital filtering
解釋
快速數字信息過濾-
Recently, withthe rapid improvement of performance of digital processor, sequential monte carlo ( smc ) method has a wide range of application in engineering, especially in signal processing, statistics, and econometrics etc. the time varying systems can be stated in the form of a dynamic state space model. for linear models and gaussian noise, the kalman filter provides analytical expressions for posterior filtering
一般的時變系統都可以被看作是一動態狀態空間模型,對于線性高斯模型,卡爾曼濾波可以給出后驗密度函數的解析解;而對于非線性非高斯模型,我們則無法得到它的解析解,在這種情況下則可以使用序列蒙特卡羅方法來對其進行近似。
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