Design of The Partial Differential Equation Solver in The Yau Filtering System
碩士 === 國立成功大學 === 電機工程學系 === 89 === An important filtering system which cab be applied to nonlinear conditions was proposed by Stephen S.-T [5-11]. Nevertheless, there exist the partial differential equation (PDE) that is a Kolmogorov type equation in the filtering system. In t...
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| Format: | Others |
| Language: | en_US |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23724986132303032915 |
| Summary: | 碩士 === 國立成功大學 === 電機工程學系 === 89 === An important filtering system which cab be applied to nonlinear conditions was proposed by Stephen S.-T [5-11]. Nevertheless, there exist the partial differential equation (PDE) that is a Kolmogorov type equation in the filtering system.
In this thesis, we present a new architecture for solving the Kolmogorov type equation. The numerical method of lines (NUMOL) [19-20] is first used to transform the Kolmogorov type equation into ODE equations. And then the ODE equations are solved by the Rung-Kutta-Gill algorithm [22].
Moreover, we use above method to construct a Kolmogorov type equation solver, and implement it with Avant! 0.35 um cell library. Experimental results show the effectiveness of the architecture.
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