| 广义系统状态估计的多项式方法 |
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| 引用本文： | 孙文旗,张焕水.广义系统状态估计的多项式方法[J].曲阜师范大学学报,1999,25(2):17-20. |
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| 作者姓名： | 孙文旗 张焕水 |
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| 作者单位： | [1]泰安师范专科学校教务处 [2]新加坡南阳大学 |
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| 摘 要： | 运用多项式方法讨论了广义离散随机线性系统稳态最优状态估计。并利用谱分解和多式方程计算最优估值器。其结果包括滤波和平滑。数值例子说明最优递推估值器的计算方法。
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| 关 键 词： | 广义离散随机线性系统 多项式方法 滤波和平滑 稳态最优 |
| 修稿时间： | 1998-06-04 |
STATE ESTIMATION FOR THE SINGULAR SYSTEMS BASED ON THE POLYNOMIAL METHOD |
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| Sun Wenqi,Zhang Huanshui.STATE ESTIMATION FOR THE SINGULAR SYSTEMS BASED ON THE POLYNOMIAL METHOD[J].Journal of Qufu Normal University(Natural Science),1999,25(2):17-20. |
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| Authors: | Sun Wenqi Zhang Huanshui |
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| Abstract: | Using the polynomial method, this paper deals with the steady_state optimal state estimation for the singular discrete stochastic linear system. The optimal estimators are calculated by means of spectral factorization and linear Palynomial equation. The results of this paper contain filtering and smoothing. Example is presented to illustrate the computational methods. |
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| Keywords: | Singular discrete stochastic linear system Polynomial method Filtering and smoothing Steady_state optimal |
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