Design of The Partial Differential Equation Solver in The Yau Filtering System

• Main Authors: Tsung-Chi Hsu, 許宗旗
• Other Authors: Yen-Tai Lai
• Format: Others
• Language: en_US
• Published: 2001
• Online Access: http://ndltd.ncl.edu.tw/handle/23724986132303032915

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.