广义离散随机线性系统的最优递推滤波方法(I)
Optimum Recurrence Filtering Method for Singular Discrete Stochastic Linear Systems (I)
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摘要: 本文用加权最小二乘方法讨论了广义离散随机线性系统的最优状态估计,得到了系统状 态的最优滤波估计的递推算法.Abstract: In this paper, the optimum state estimate of the singular riscrete stochastic linear system is discussed by the weighted least squares method. For open loop, the recurrence state estimate formulas are obtained.
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