广义离散随机线性系统的马尔可夫估计
Markov Estimation for Singular Discrete-Time Stochastic Linear System
-
摘要: 本文讨论了带有脉冲模的广义离散随机线性系统Exk=Φxk-1+гwk-1,yk=Hxk+vk 的马尔可夫状态估计问题,得到了这个估计的递推算法.
-
关键词:
- 广义离散随机线性系统 /
- 马尔可夫估计 /
- 递推算法
Abstract: In this paper the Markov estimation of the state, xk, for the singular discrete-time stochastic linear system with the impulse mode Exk=Φxk-1+гwk-1,yk=Hxk+vk is derived by using the standard decomposition structure of the input-output invertible transformation. The state estimation is given in the rcursive form. -
计量
- 文章访问数: 2064
- HTML全文浏览量: 72
- PDF下载量: 875
- 被引次数: 0
下载:
