一类线性最优滤波的多级分块分解算法
Multistage Partitioning Decomposition Algorithm for a Category of Linear Optimal Filtering
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摘要: 本文将B.Friedland的递推滤波器中的常值偏差处理法推广为一般时变偏差情况下的 多级分块分解算法,研究了偏差状态维数变化时实现多级分块分解的可能性,得到了相应的结 果,并说明了多级分块分解算法的工程意义.Abstract: In this paper, B. Friedland's method of bias treatment in recursive filter is extended to the multistage partitioning decomposition algorithm under the condition of general time-varying bias. The possibility to implement multistage partitioning decomposition is discussed when the dimensions of states are varied. The corresponding result is obtained. The engineering significance of multistage partitioning decomposition algorithm is presented.
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