The authors study the estimator and hypothesis test about the stochastic unit-root process ( STUR ) with the general error distribution ( GED ). 讨论了误差形式是广义误差分布的随机单位根过程的估计和检验问题。
Combining particle filter with extended kalman filter since the disadvantage of general particle filter algorithm, the linear error of extended kalman filter and the current measured value are considered comprehensively which make the distribution of particles closer to the true state of posterior probability distribution. 在粒子滤波的基础上融合扩展卡尔曼滤波算法,综合考虑了扩展卡尔曼滤波算法带来的线性化误差和当前时刻的最新量测值,使得粒子的分布更加接近真实状态的后验概率分布。