%0 Journal Article
%T An approximate optimal filtering for discrete stochastic systems with conditional Markov structure<br>一类线性离散时间结构随机跳变系统的逼近滤波算法
%A fangyangwang
%A wanghongqiang
%A wuyouli
%A <br>方洋旺
%A 王洪强
%A 伍友利
%J 控制理论与应用
%D 2009
%I 
%X A conditional filtering algorithm is presented for a discrete stochastic system with conditional Markov structure. This filtering algorithm is simplified by making use of the variable-structure character of the stochastic system; and the posterior probability density function is approximated by a Gaussian function. Thus, an optimal filtering for conditional Markov structure discrete stochastic is obtained. The computation process of this filtering algorithm is given; and its effectiveness is shown by simulation results.
%K stochastic system
%K variable structure system
%K conditional Markov structure
%K approach optimal filtering<br>随机系统
%K 变结构系统
%K 条件马尔可夫结构
%K 逼近最优滤波
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=4750353082F582E72A0CBF89FAEEDBCD&yid=DE12191FBD62783C&vid=96C778EE049EE47D&iid=5D311CA918CA9A03&sid=BF6EDE6C10074464&eid=CC5564FFEBD22614&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=10