广义离散随机线性系统自校正状态估计
SELF-TUNING STATE ESTIMATION FOR SINGULAR DISCRETE STOCHASTIC LINEAR SYSTEMS
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摘要: 本文运用现代时间序列分析的观点1研究广义离散随机线性系统的状态估计，提出了广义系统自校正最优滤波、平滑、预报．Abstract: This paper deals with the state estimate for the singular discrete stochastic linear system fromthe view point of the modern time series analysis1.The self-tuning optimal filters,smoothers and predictorsof the singular systems are presented in this paper.
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