摘要
本文讨论了广义离散随机线性系统的次优滤波问题，给出了一种次优滤波算法。本文考虑的是模型噪声和量测噪声相关的情形，借助于扩充状态变量法并采用通常的卡尔曼滤波方法以及最小方差估计方法给出了所要的递推计算公式。
In this paper the second-good filtting of a genralized discrete arbitrary linear system is discussed, and calculating method of a second-good filtting is given aut. We study the corrlative situationof mode1 noise and measurement noise, with the aid of exP8nd condition variable method, usinS kalmanfiltting method an leashauare method, The needed recurrence calculating formulas are derived.
出处
《长春光学精密机械学院学报》
1995年第3期23-27,共5页
Journal of Changchun Institute of Optics and Fine Mechanics
关键词
广义系统
随机系统
滤波
噪声
Generalized system
Arbitrary system
Filtting
