| 引用本文: | 茅宁.正态迫近、若干矩公式及其在非线性系统状态估计中的应用.[J].国防科技大学学报,1985,(3):1-15.[点击复制] |
| Mao Ning.Normal Approximation，Moment Formulas with Application to Nonlinear Filtering[J].Journal of National University of Defense Technology,1985,(3):1-15[点击复制] |
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| 正态迫近、若干矩公式及其在非线性系统状态估计中的应用 |
| 茅宁 |
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| 摘要: |
| 本文首先推导了若干矩阵函数对向量变量的求导公式，并以此为基础对任意的随机向量，给出其分布密度函数的正态迫近表示。其次，文中给出了关于正态随机向量的若干矩公式。作为上述结果的应用，文中讨论了非线性系统状态估计的一种迫近方法。 |
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| 投稿日期：1984-11-09 |
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| Normal Approximation，Moment Formulas with Application to Nonlinear Filtering |
| Mao Ning |
| Abstract: |
| In this paper some partial derivatives of a matrix funclion with respect to a vector variable are derived first. By using of these derivatives，the representation of the normal approximation for any distribution density function of a random vector is given. Next some moment formulas of normal random vector are developed. An approximation method of state estimation for a nonlinear system is discussed as an application of the above rersults. |
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