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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85783


    Title: 動態系統的貝氏分析
    Other Titles: Bayesian Inference for Some Dynamic Systems
    Authors: 翁久幸
    Contributors: 統計學系
    Keywords: 貝氏分析;動態系統;卡爾曼渡波;Woodroofe-Stein等式
    Bayesian inference;dynamic systems;Kalman filter;Woodroofe-Stein`s identity
    貝氏分析;動態系統;卡爾曼濾波;Woodroofe-Stein 等式;Bayesian inference;dynamic systems;Kalman filter;Woodroofe-Stein"s identity
    Date: 2013
    Issue Date: 2016-04-20 16:52:26 (UTC+8)
    Abstract: 在過去數年，我們已經相當程度探索Woodroofe-Stein 等式
    及其在序貫分析和貝式統計之應用。本計畫著重在動態模型
    之應用及其與卡爾曼fileter 之關聯 。我們得到一種新的方
    法來推導卡爾曼增益(Kalman gain)。本計畫之副產品是將目
    前Woodroofe-Stein 等式進一步推展， 得到多元的Gram-
    Charlier 級數。
    In the past years we have explored Woodroofe-Stein"s
    identity and its applications to sequential analysis
    and Bayesian statistics. This project focused on its
    application to dynamic models and relation to Kalman
    fileter. We provide a new approach to obtain the
    Kalman gain. A by-product of this project is to take
    the present Woodroofe-Stein"s identity one step
    further to obtain the multivariate Gram-Charlier
    series.
    Relation: 計畫編號 NSC 102-2118-M004-003-MY2
    Data Type: report
    Appears in Collections:[Department of Statistics] NSC Projects

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