广义离散随机线性系统的最优递推滤波方法(Ⅱ)
Optimum Recurrence Filtering Method for Singular Discrete Stochastic Linear Systems(Ⅱ)
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摘要: 本文对文献[1]给出的广义离散随机线性系统最优估计误差协方差阵进行了分析,在一定 条件下得到了误差协方差阵的上界和下界,继而讨论了由文献[1]给出的滤波器的稳定性.Abstract: In this paper, properties of the error covariance matrix of the optimal estimate given in [1] are analyzed for singular discrete stochastic linear systems. Under some conditions, upper and lower bounds of the matrix have been obtained. In view of the above results, the stability of the optimal filter in [1] has been discussed.
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