查询词典 stochastic filtering

The stochastic-type Lasalle theorem is an important tool for investigating the stability of stochastic systems.

随机型的Lasalle定理是研究随机系统的稳定性的重要理论工具。

OD estimation was divided into fixed steps, with every step containing a bi-level programming. The upper-level problem was a generalized least squares estimator, while the lower level problem was a stochastic user equilibrium model. Namely, based on generalized least squares estimator and stochastic user equilibrium, a new estimator of the OD matrix was proposed by target matrix and traffic counts updating.

将OD估计分为固定的步数，每一步都是一个双层规划，上层为广义最小二乘估计，下层为随机用户均衡分配模型，即以广义最小二乘估计和随机用户均衡分配模型为基础，通过更新估计模型中目标矩阵和实测路段上的流量来估计OD矩阵。

In 1978, Bismut first introduced a linear backward stochastic differential equation when he studied the stochastic optimal control.

1978年，法国数学家Bismut在研究随机最优控制时首次提出了线性倒向随机微分方程。

The dynamic characteristics of stochastic truss structures and stochastic frame structures are analyzed by using Random Factor Method. Then, from the expressions of structural random response of the frequency domain, the computational expressions of the mean value, variance and variation coefficient of the mean square value of the structural displacement and stress response under the stationary random excitation or non-stationary random excitation are developed by means of the random variable's functional moment method and the algebra synthesis method.

考虑压电智能桁架结构物理参数、几何参数、结构阻尼和外荷载、闭环系统控制电压分别或同时为随机变量，构建了结构在随机力作用下的动力响应分析模型，提出了求解方法，推导出结构动力响应随机变量的数字特征计算表达式，通过算例验证了所建模型和所提求解方法的正确性和有效性。

Model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

bstract 以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

A model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

It has solved the random response of nonlinear stochastic vibration system that caused by the stochastic hysteretic loop itself.

从而解决了由滞回环本身的随机性引起的非线性振动系统的随机响应问题。

Optimal consumption and investment ; stochastic volatility ; stochastic optimal control ; value function

最优消费和投资；随机方差；随机最优控制；值函数

In this dissertation, we develop the research work of the following three aspects based on existed work.First, using the scale-invariant property of multiscale model, i.e. Markovian among scales, a method of qth-order tree-based for multiscale representation of a class of 1-D stochastic process is presented. The multiscale stochastic model is established. The representation forms of parameter matrices, such as, the state transition matrix, the disturbance matrix, the initial state and the corresponding covariance matrix are deduced in detail. The multiscale sample paths based on distinctive order tree are presented by computer simulation.

本文在已有工作的基础上，开展了以下几个方面的研究工作： 1、根据多尺度模型尺度不变性，即利用尺度间的Markov性，给出了一类1-D随机过程基于一般q阶树的多尺度表示方法，建立了相应的多尺度动态模型，详细推导了多尺度模型中的状态转移阵、扰动阵、初始状态和相应的协方差阵，并通过计算机仿真给出了不同阶树的多尺度采样路径。

First, for state estimation problem of the linear stochastic systems with uncertainties in both the state matrix and the noise matrix, a new satisfactory estimator is constructed with stochastic theory, which can guarantee that estimator error system with bounded perturbed model parameter satisfies the constraint indexes that is given. Thus a sufficient condition of solving satisfactory estimation is obtained; secondly, the algorithm of designing satisfactory estimator is presented by analysis.

首先，根据满意控制思想，针对一类在状态矩阵及噪声矩阵中均含有不确定性的随机系统，设计一种满意估计器，使预测误差系统在模型的参数发生扰动时，依然满足预先给定的设计约束指标，得到了满意估计问题求解的充分条件；然后根据分析给出了满意估计器设计的算法。

Diabetes is a social disease that affects several million people worldwide.

糖尿病是一个社会性疾病，全世界有数百万人罹患此病。

I'll call you on Friday to see if we can reschedule our luncheon meeting at your convenience.

我星期五会给您打电话在您方便的时候我们重新安排我们的午餐约会。