| A New Approach to Optimal Filtering for SingularDiscrete-Time Stochastic Linear System |
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| 作者姓名： | WANG Yuzhen WANG Lianguo WANG Mingyuan |
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| 作者单位： | System Engineering Institute，Shandong Institute of Mining and Technology Tat'an 271000 |
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| 摘 要： | 1IntroductionBecausetherealisticproblemwhichsingularsystemdescribesiswiderthanthenormalsystemsdo,theresearchofsingularsystemshasreceivedagreatdealofattention.Andmanyachievementshavebeenobtainedinthefieldsofstructuralcharacteranalysisanddesignmethodsofsingularsystems.Butforthestateestimationonlypreliminaryprobehasbeenmade.References2]--51proposedrespectivesolutionsbasedonleastsquaremethod.References6]--71transformsingularsystemsintonormalsystemsthroughmatrixresolutionandthenmakeuseofKalman…
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A New Approach to Optimal Filtering for Singular Discrete-Time Stochastic Linear System |
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| WANG Yuzhen, WANG Lianguo, WANG Mingyuan.A New Approach to Optimal Filtering for SingularDiscrete-Time Stochastic Linear System[J].Journal of Systems Science and Systems Engineering,1999(2). |
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| Authors: | WANG Yuzhen WANG Lianguo WANG Mingyuan |
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| Abstract: | Based on the theory of Bayes forecasting, this paper mainly deals with the problem onthe state estimation for singular discrete-time stochastic linear system. And a new approach to optimalfiltering-linear Bayes estimation (LBE) has been proposed. |
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| Keywords: | singular discrete-time stochastic linear system Bayes forecasting optimal filteringEstimation |
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