Cubic spline interpolation for solving navigation stochastic differential model
导航随机微分模型的三次样条插值求解探索

We propose applying cubic spline function to approximate the probability density function of the state of a navigation system.The weak solution of navigation stochastic differential model is described by the Kolmogorov's forward equation which is difficult to be solved.This article approaches its solution through cubic spline interpolation functions to obtain a prior probability density function of the state,and then a posterior probability density function is gained through the Bayes formula.Thus,the most ...