后验概率
Owing to the fact that continuous outliers may occur in noise measurement, a posteriori probability formula used to discriminate continuous outliers, using Bayes theorem, is derived and the robust Kalman filtering insensitive to the above outliers is presented.
针对量测噪声中可能出现成片连续野值的情况,利用Bayes定理,得到了判别成片连续野值的后验概率公式,并提出了对上述野值不敏感的鲁棒Kalman滤波。
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