| 广义离散线性随机系统的稳态Kalman估计 |
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| 引用本文： | 杨洪勇,孔祥新,初学导. 广义离散线性随机系统的稳态Kalman估计[J]. 曲阜师范大学学报, 2000, 26(3): 17-20 |
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| 作者姓名： | 杨洪勇 孔祥新 初学导 |
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| 作者单位： | 曲阜师范大学自动化研究所,山东省曲阜市 |
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| 摘 要： | 用现代时间序列分析方法，基于ＡＲＭＡ新息模型和白噪声估值器，提出了广义离散随机线性系统的一种稳态Ｋａｌｍａｎ估值器，可统一处理滤波，平滑和预报问题可处理带相关噪声系统，并给出了保证其渐近稳定性的初值选取公式。
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| 关 键 词： | 线性系统 广义离散线性随机系统 稳态Kalman估计 |
| 修稿时间： | 1999-12-02 |
STABLE KALMAN ESTIMATION OF GENERALIZED DISCRETE LINEAR RANDOM SYSTEM |
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| YANG Hong-yong,KONG Xiang-xin,CHU Xue-dao. STABLE KALMAN ESTIMATION OF GENERALIZED DISCRETE LINEAR RANDOM SYSTEM[J]. Journal of Qufu Normal University(Natural Science), 2000, 26(3): 17-20 |
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| Authors: | YANG Hong-yong KONG Xiang-xin CHU Xue-dao |
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| Abstract: | Based on ARMA Model and white noise estimators, with the method of modern time sequential analysis, a stable kaiman estimator of generalized discrete linear random system is presented, which is capable of filtering, smoothing and predicating problems, and dealing with band related noise systems. Meanwhile, the initial value formula to ensure approximate stability is giren. |
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| Keywords: | generalized discrete linear systems stable kalmen estimator modera time sequential analysis method |
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