摘要
讨论了在线性观测条件下,矢量形式的线性最小方差估计的递推算法,给出了程序框图及相应的仿真实例。该方法与其他估计或滤波方法相比,具有算法简单、易于实现的优点。
A recursive algorithm of the linear mean square under the linear measurement is discussed in the vector forms. The program flowchart and computer simulation are brought forth, the result is pretty good. Comparing with other such as estimation or filtering this algorithm is simple and easy to implement.
出处
《长春邮电学院学报》
1993年第4期1-7,共7页
Journal of Changchun Post and Telecommunication Institute
关键词
最小方差估计
递推算法
信号
linear estimation
norms
recursive methodes
