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1、1000-6893(2012)06-1070-07Markov隨機(jī)跳變系統(tǒng)的傳感器系統(tǒng)誤差估計(jì)周林潘泉梁彥西北工業(yè)大學(xué)自動(dòng)化學(xué)院,陜西西安710072摘要:針對(duì)Markov隨機(jī)跳變系統(tǒng)的系統(tǒng)誤差估計(jì)問題,提出一種基于馬爾可夫鏈蒙特卡羅(MCMC)和最大似然估計(jì)相結(jié)合的在線系統(tǒng)誤差估計(jì)方法。利用最大似然估計(jì)給出系統(tǒng)誤差等效后驗(yàn)概率分布函數(shù),采用Metropolis-Hastings抽樣方法從該概率分布函數(shù)中進(jìn)行抽樣;利用系統(tǒng)誤差估計(jì)和狀態(tài)估計(jì)互為因果的關(guān)系,采用期望極大化(EM)方法迭代估計(jì)出最優(yōu)的系統(tǒng)誤差;分別
2、對(duì)時(shí)變和時(shí)不變系統(tǒng)誤差場(chǎng)景進(jìn)行仿真分析,結(jié)果表明,在考慮系統(tǒng)誤差統(tǒng)計(jì)特性的同時(shí),所提方法對(duì)解決目標(biāo)運(yùn)動(dòng)模型難以建立情況下的系統(tǒng)誤差估計(jì)問題具有可行性和有效性。系統(tǒng)誤差估計(jì);最大似然估計(jì);馬爾可夫鏈蒙特卡羅;Metropolis-Hastings抽樣;期望極大化V219;TN953A2011-09-052011-11-15國(guó)家自然科學(xué)基金(1990315,61074179,61075029)誤差估計(jì)持蟲嚳■器系統(tǒng)誤差估計(jì)航空學(xué)報(bào)tracking.Bar-ShalomY,ed.Multitarget-multise
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