广义离散随机线性系统最优递推预报方法及其渐近稳定性
The Optimal Recursive Predicting Method for the Singular Discrete Stochastic System and its Asymptotic Stability
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摘要: 讨论广义离散随机线性系统最优状态估计问题,运用新息理论和射影的方法提出了 广义离散随机线性系统最优递推预报器和滤波器,证明了递推预报器对于初始值的选取渐近 稳定.
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关键词:
- 广义离散随机线性系统 /
- 最优递推预报器 /
- 滤波器 /
- 稳定性
Abstract: This paper deals with the optimal state estimation for the singular discrete stochastic linear system. The optimal recursive predictor and the optimal filter for the singular discrete stochastic linear system are presented by using the innovation theory and projection method, and the asymptotic stability of the optimal predictor is proved . -
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