Direct Method for Time-Varying Nonlinear Filtering Problems

Xiuqiong Chen; Xue Luo; Stephen S.-T. Yau

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Direct Method for Time-Varying Nonlinear Filtering Problems

机译：时变非线性滤波问题的直接方法

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This paper discusses how to solve a filtering problem for a class of continuous nonlinear time-varying systems via the Duncan-Mortensen-Zakai (DMZ) equation. In this paper, the original DMZ equation is changed into the Kolmogorov forward equation (KFE) by exponential transformations in each time interval, and then, under some assumptions, the KFE can be transformed into a time-varying Schrödinger equation, which can be solved explicitly. The novelty of this paper lies in how to transform the KFE into the Schrödinger equation. As a direct application, the results of the paper “Nonlinear filtering and time varying Schrodinger equation” are extended for time-varying Yau systems.

机译：本文讨论如何通过Duncan-Mortensen-Zakai（DMZ）方程解决一类连续非线性时变系统的滤波问题。在本文中，将原始DMZ方程在每个时间间隔内通过指数变换更改为Kolmogorov前向方程（KFE），然后在某些假设下，可以将KFE转换为时变的Schrödinger方程，可以解决该问题。明确地。本文的新颖之处在于如何将KFE转换为Schrödinger方程。作为直接应用，论文“非线性滤波和时变Schrodinger方程”的结果扩展到了时变Yau系统。

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来源
《IEEE Transactions on Aerospace and Electronic Systems》 |2017年第2期|630-639|共10页
作者
Xiuqiong Chen; Xue Luo; Stephen S.-T. Yau;
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作者单位

Tsinghua University, Beijing, China;

Beihang University, Beijing, China;

Tsinghua University, Beijing, China;

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正文语种 eng
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Mathematical model; Time-varying systems; Density functional theory; Discrete wavelet transforms; White noise; Real-time systems;

机译：数学模型时变系统密度泛函理论离散小波变换白噪声实时系统;

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2. A Pso Method With Nonlinear Time-varying Evolution Based On Neural Network For Design Of Optimal Harmonic Filters [J] . Ying-Pin Chang, Chia-Nan Ko Expert systems with applications . 2009,第3p2期

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3. A PSO Method With Nonlinear Time-Varying Evolution for Optimal Design of Harmonic Filters [J] . Ko C.-N., Chang Y.-P., Wu C.-J. IEEE Transactions on Power Systems . 2009,第1期

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Direct Method for Time-Varying Nonlinear Filtering Problems

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