摘要
本文考虑了具有多个测量通道时线性马尔可夫状态固定间隔平滑问题的线性最小二乘解，给出了一种双滤波器递推算法，它随各通道测量数据的依次投入而更新平滑估计．
Lineer Least square solution to the problem of fixed interval smoothing of a linear-Markovian state with multiple measurement channels is considered. An algorithm which recursively updates the two-filter smoothed estimates of the state as measured data from each channel are successively pue foreh is presented.
出处
《自动化学报》
EI
CSCD
北大核心
1994年第1期43-49,共7页
Acta Automatica Sinica
关键词
双滤波器
平滑估计
Fixed Interval Smoothing
Kalman Filter
Two-Filter Method
Forward Estimation
Backward Estimation.
