广义离散随机线性系统的状态估计
STATE ESTIMATION FOR SINGULAR DISCRETE STOCHASTIC LINEAR SYSTEMS
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摘要: 本文讨论了广义离散随机线性系统的状态估计问题，得到了一种比较实用的系统状态预测和滤波估计的递推算法．Abstract: In this paper, the state estimation problem for the singular discrete stochaiatic linear systems is discussed. The recusive estimate formulas for predicting and filterng of the systems' states are obtained.
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