离散最小阶奇异滤波器

A Discrete Minimal Order Singvlar Filter

本文是文献￣［１］结果的推广，讨论了含有部分未知动态嗓声的奇异线性定常离散随机系统的最小阶滤波器．类似于奇异最优调节器，本文提出了广义ｌｅｇｅｎｄｒｅ－ｃｌｅｂｓｃｂ条件；满足该条件和文中引理条件以及可扰条件时，本文证明了稳态最优滤波器是存在的，且具有最小阶（ｎ─ｍ＋ｒ）．同时，并给出了一种求解最小阶奇异滤波器的算法．文中举例说明了这一算法的可行性．

This paper is concermed with the minimal order filter for a singular linear time─invariant discrete system when the generalized legendre─clebsch and lemma and disturbable condition are statisfied, we show that there exists a discrete minimal order filter. The equation are derived for the reduced order(n─m+r the order)liner optimal filter without know-ing statistical property of dynamic under the assumption that parts of observation are ex-act,when the generalized legendre-clbsch condition and disturbed condition cann't be satisfied,the lower filter can be gotten, in this paper, an algorithm of the minimal order filter is prcsented.the possibility of the algorithm for the minimal ofrder filter is illustrated by numerical example at the end.