『非线性滤波算法』非线性贝叶斯滤波理论11.3贝叶斯滤波公式根据贝叶斯法则，我们有f(xk+1/Yk+1) = f(xk+1/yk+1, Ykfry(xk+1,yk+1,Yh)f(yk+1, Yh)fry(x+1, y+1/Yk)(9)fy(yk+1/Yh)10/35Dr.Yuan-Li CaiXi'an Jiaotong University
1 非线性贝叶斯滤波理论 『非线性滤波算法』 1.3 贝叶斯滤波公式 根据贝叶斯法则，我们有 fx(xk+1|Y k+1 1 ) = fx(xk+1|yk+1, Y k 1 ) = fxy(xk+1, yk+1, Yk 1 ) fy(yk+1, Yk 1 ) = fxy(xk+1, yk+1|Yk 1 ) fy(yk+1|Yk 1 ) (9) Dr. Yuan-Li Cai 10/35 Xi’an Jiaotong University
『非线性滤波算法』非线性贝叶斯滤波理论注意到（因为Vs的统计性质）fry(xk+1,yk+1/Yh)=fr(xk+1/Yh)f(yk+1/xk+1,Yk)= fr(xk+1/Yk)fy(yk+1/xk+1)(9)即为f+(x++1/Y++1) = fe(++1/Y)f,(y+/+1)(10)f,(yk+1/Yk)11/35Dr. Yuan-Li CaiXian Jiaotong University
1 非线性贝叶斯滤波理论 『非线性滤波算法』 注意到（因为 vk 的统计性质） fxy(xk+1, yk+1|Y k 1 ) = fx(xk+1|Y k 1 )fy(yk+1|xk+1, Y k 1 ) = fx(xk+1|Y k 1 )fy(yk+1|xk+1) (9) 即为 fx(xk+1|Y k+1 1 ) = fx(xk+1|Yk 1 )fy(yk+1|xk+1) fy(yk+1|Yk 1 ) (10) Dr. Yuan-Li Cai 11/35 Xi’an Jiaotong University