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1、1000-6893(2012)06-1070-07Markov随机跳变系统的传感器系统误差估计周林潘泉梁彦西北工业大学自动化学院,陕西西安710072摘要:针对Markov随机跳变系统的系统误差估计问题,提出一种基于马尔可夫链蒙特卡罗(MCMC)和最大似然估计相结合的在线系统误差估计方法。利用最大似然估计给出系统误差等效后验概率分布函数,采用Metropolis-Hastings抽样方法从该概率分布函数中进行抽样;利用系统误差估计和状态估计互为因果的关系,采用期望极大化(EM)方法迭代估计出最优的系统误差;分别
2、对时变和时不变系统误差场景进行仿真分析,结果表明,在考虑系统误差统计特性的同时,所提方法对解决目标运动模型难以建立情况下的系统误差估计问题具有可行性和有效性。系统误差估计;最大似然估计;马尔可夫链蒙特卡罗;Metropolis-Hastings抽样;期望极大化V219;TN953A2011-09-052011-11-15国家自然科学基金(1990315,61074179,61075029)误差估计持虫喾■器系统误差估计航空学报tracking.Bar-ShalomY,ed.Multitarget-multise
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