In this paper, a new particle filter based on sequential importance sampling (SIS) is proposed for the on-line estimation problem of non-Gauss nonlinear systems.
针对非线性、非高斯系统状态的在线估计问题，本文提出一种新的基于序贯重要性抽样的粒子滤波算法。
Maximum likelihood DOA estimator based on importance sampling (ISMLE) is proposed.
提出了基于重要性抽样的最大似然方位估计方法。
And the importance sampling technique is applied to improve the sampling efficiency.
进一步研究了采用重要性抽样技术提高抽样效率的问题。
Bayesian maximum a posterior DOA estimator based on importance sampling (ISBM) is proposed.
提出了基于重要性抽样的贝叶斯最大后验概率方位估计方法。
In this paper, the approximate importance sampling technique is presented for structural reliability evaluation.
本文提出一种近似重要性抽样方法来计算结构可靠度。
Considering the portfolios credit risk measurement, the use of importance sampling method is superior to crude Monte Carlo method.
因此对于组合信用风险的度量，使用重要抽样方法要优于简单蒙特卡罗方法。
In particle filters (PF), sequential importance sampling will result in sample impoverishment and further the loss of diversity after resampling.
粒子滤波算法(PF)中，序列重要性采样引起采样点贫化，进一步经过重采样后造成分集度损失。
Combining scattered sampling technique with importance sampling method, an improved importance sampling method for power system reliability evaluation is proposed.
将分散抽样方法与重要抽样方法相结合，提出了一种应用于电力系统可靠性评估的改进重要抽样算法。
A single Gaussian distribution is obtained to approximate the posterior distribution of state parameters based on sequential importance sampling and Monte Carlo methods.
通过基于重要性采样和蒙特卡罗模拟方法得到一高斯分布来近似未知状态变量的后验分布。
Reliability sensitivity algorithm is presented on the basis of subset simulation and importance sampling due to the small failure probability highly experienced in engineering.
针对工程实际中大量存在的小失效概率问题，提出了基于子集模拟和重要抽样的可靠性灵敏度分析方法。
So Importance Sampling simulation is used to reduce the time of simulation.
重点抽样技术是一种方差减少技术，它能显著地减少运算时间。
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
在期权定价的蒙特卡罗模拟中，重要性抽样是一种有效的方差减小技术。
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
在期权定价的蒙特卡罗模拟中，重要性抽样是一种有效的方差减小技术。
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