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首先给出了非线性动态模型近似的一步预测密度,然后通过构造合适的备择模型和利用贝叶斯因子法,讨论了非线性动态模型的监控问题。
Firstly, the approximate one-step prediction density of the nonlinear dynamic model is given. Then, the monitoring problem of the nonlinear dynamic model is discussed by constructing a suitable alternative model and using the Bayesian factor method.