一类随机动态传递系统中随机信号的优化建模与算法分析  

Optimization Modeling and Algorithm Analysis of Random Signals in a Class of Random Dynamic Transmission System

作　　者：肖筱南[1] XIAO Xiaonan(Tan Kah Kee College,Xiamen University,Zhangzhou 363105,Fujian,China)

机构地区：[1]厦门大学嘉庚学院

出　　处：《西安石油大学学报（自然科学版）》2020年第1期110-114,共5页Journal of Xi’an Shiyou University（Natural Science Edition）

基　　金：国家自然科学基金(11471268)

摘　　要：在将普通信息空间中的信息流研究拓广到价值更高、信息量更大的广义信息测度空间中的全方位、多视角随机动态信息流研究的基础上,讨论了随机动态传递系统中一类多维广义部分可观测平稳过程最优滤波与估计的递推滤波算法,深入搜索、挖掘了此类广义过程中一系列有价值的信息,得到了此类广义过程随机信号的最优递推滤波方程与最优估计方程,为进一步研究此类过程的最优控制以及提高此类信号传递系统的效率提供了可靠的理论依据和有效的数学处理手段与方法。This article expands the information flow research in the ordinary information space to the all-directional,multi-angle random dynamic information flow research in the generalized information measuring space,which bears more value and information.It discusses the recursive filtering algorithm of the optimal filtering and estimation of a kind of measurable and stationary process in multi-dimensional and generalized part,searches for and digs out a series of valuable information in such generalized process,produces the optimal recursive filtering equation and optimal estimation of random signals in such generalized process,thus provides reliable theoretical base and efficient mathematical method for further research of optimal control of such process and for efficiency promotion of such information transmission system.

关 键 词：广义过程 随机信号 最优滤波与估计 优化建模 算法分析 

分 类 号：O23[理学—运筹学与控制论]