摘要
讨论广义离散随机线性系统最优状态估计问题，运用新息理论和射影的方法提出了广义离散随机线性系统最优递推预报器和滤波器。
This paper deals with the optimal state estimation for the singular discrete stochastic linear system. The optimal recursive predictor and the optimal filter for the singular discrete stochastic linear system are presented by using the innovation theory and projection method, and the asymptotic stability of the optimal predictor is proved .
出处
《自动化学报》
EI
CSCD
北大核心
1997年第2期187-194,共8页
Acta Automatica Sinica
关键词
广义
线性系统
最优递推预报器
稳定性
离散系统
Singular discrete stochastic linear system, optimal recursive predictor, filter, stability.
