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
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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.
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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. -
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