摘要
本文应用随机过程统计理论和方法研究了不完全数据与具有连续时间的最佳非线性滤波下的最佳控制,得到了这两种状态下的两个最佳控制数学模型,给出了一类《传递系统》的最佳编码与最佳译码的建立方法,为处理一类非平稳随机过程的最佳控制问题提供了一种有效的解决方法。
Making use of the random process statistic theory and method, this article reviews the incom-plete number and the optimal control under the condition of the optimum continuous non-linearfilter, obtains two optimal control mathematics models under these two ststes. It also presents theestablishment method for a kind of the optimum code and optimum decode of 'transmissionsystems' and provides an effective method to deal with the optimal control problem for a kind ofnonstationary random process.
关键词
非线性滤波
随机过程
传递系统
non—linear filtering
stochastic process
transmission system
optimal control
optimal decoding
