广义离散随机线性系统的降价估计
Reduce Order Estimation for Singular Discrete Stochastic Linear Systems
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Abstract: In this note, the state estimation problem of the singular discrete stochastic linear systems is discussed and a reduced-order estimation scheme is given. The scheme can directly estimate part states of the systems or linear combination of the systems' states.
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Key words:
- Singular Sytems /
- Reduced-order estimation
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