摘要
运用多项式方法讨论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．
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.
出处
《曲阜师范大学学报（自然科学版）》
CAS
1999年第2期17-20,共4页
Journal of Qufu Normal University(Natural Science)
关键词
线性系统
离散系统
多项式法
广义系统
状态估计
Singular discrete stochastic linear system
Polynomial method
Filtering and smoothing
Steady_state optimal
