Probability density evolution filter
نویسندگان
چکیده
Based on probability density evolution method (PDEM) and Bayes’ law, a new filter strategy is proposed, in which the prior of system state interest predicted by solving generalized equation (GDEE), posterior then updated terms Bayesian formula. Furthermore, Chebyshev polynomial-based collocation developed to obtain numerical solutions probability. Three illustrative examples are finally presented validate (PDEF). Overall, PDEF evolves through differential equation, exhibits accuracy close PF without any resampling algorithm.
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ژورنال
عنوان ژورنال: Probabilistic Engineering Mechanics
سال: 2022
ISSN: ['1878-4275', '0266-8920']
DOI: https://doi.org/10.1016/j.probengmech.2022.103325