摘要
本文对于用二阶向量差分方程描述的随机时滞系统,用增广差分方程的方法给出了数字滤波的稳定性定理和滤波误差方差阵的渐近性定理。释例计算表明,其结果与理论分析是一致的。
By the use of an extension difference equation a time delay stochastic, system which is described by a second order vector difference equation can give a stability theorem of the digital filtering and an asymptotic theorem of filter error variance array. The illustrated example shows that the results are in accord with the theoretical analysis.
出处
《数据采集与处理》
CSCD
1989年第2期18-26,共9页
Journal of Data Acquisition and Processing
