基于概率分布代表点的模型集合设计方法

Model-set design method with representative points of probability distribution

中文关键词  模型集合  数论方法  代表点  偏差

英文关键词  model-set  number-theoretic method  representative points  discrepancy

中文摘要

      对于估计、滤波和控制等问题, 多模型方法提供了一种非常优越的解决方案. 设计优良的模型集合是应用多模型方法的首要问题. 本文提出了一种基于概率分布代表点的模型集合设计方法. 在已知系统模式的概率分布条件下, 由数论方法获得代表其概率分布的F–偏差或伪F–偏差代表点和均方差代表点, 利用这些代表点构成覆盖系统模式空间的模型集合. 文中给出了一维和二维模型集合的具体设计. 仿真结果说明了所设计的模型集合的性能.

英文摘要

      Multiple-model approach provides the state-of-the-art solutions to many problems involving estimation, filtering and control, etc. The design of a model-set is one of the important problems in the application of the multiple-model algorithm. A new method for designing model-set with representative points of probability distribution is proposed. Based on the given probability distribution of a system mode, the F-discrepancy or quasi F-discrepancy representative points and the mean square error representative points representing the probability distribution of system mode are selected by means of number-theoretic method. The model-set used in a multiple-model approach is then constructed. Model-set design in one-dimensional space and two-dimensional space is also given. Finally, simulation results show the performance of the model-set designed.