Abstract
摘要: 自组织状态空间模型为估计非线性非高斯状态空间模型中的未知参数提供了一种有效方法. 针对自组织状态空间模型中参数的初始分布难以确定的难点,提出了一种搜索自组织状态空间模型参数初始分布的算法. 所用搜索算法基于一种高效的进化模型,具有全局搜索能力,使得参数的初始分布向真实参数"移动". 数值实验分析结果验证了提出方法的有效性. 关键词: 自组织状态空间模型 / 粒子滤波 / 参数估计 / 非线性 / 非高斯
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