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The need for accurate monitoring and analysis of sequential data arises in many scientic, industriarar
1星 发布者: justyouandmehr

2014-03-05 | 1积分 | 409.77KB |  0 次下载

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ECU

ECU

汽车电子

汽车电子

The need for accurate monitoring and analysis of sequential data arises in many scientic, industrialand nancial problems. Although the Kalman lter is effective in the linear-Gaussiancase, new methods of dealing with sequential data are required with non-standard models.Recently, there has been renewed interest in simulation-based techniques. The basic idea behindthese techniques is that the current state of knowledge is encapsulated in a representativesample from the appropriate posterior distribution. As time goes on, the sample evolves andadapts recursively in accordance with newly acquired data. We give a critical review of recentdevelopments, by reference to oil well monitoring, ion channel monitoring and trackingproblems, and propose some alternative algorithms that avoid the weaknesses of the currentmethods.

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