We obtain an explicit formulae for the conditionaldistribution laws of the state of the dynamical system with respect to the observed data.
本文讨论非线性随机离散系统状态估值问题的测度变换,推得系统的状态对于观测的条件分布律。
2
When the state process has Markov property, the recursive formulae for the conditionaldistribution density functions of filtering, prediction. and interpolation, are given respectively.
当状态过程具有马氏性时,还分别给出滤波、预测以及内插的条件分布密度函数的递推格式。
3
A conditional frequency distribution is a collection of frequency distributions, each one for a different condition.