广义离散随机线性系统稳态Kalman估值器统一新算法及其渐近稳定性

A unified new algorithm to steady-state Kalman estimators for singular discrete stochastic linear systems and its asymptotic stability

基于ＡＲＭＡ新息模型与白噪声估值器，提出了广义离散随机线性系统稳态Ｋａｌｍａｎ估值器统一新算法，并证明了其渐近稳定性。

Based on the ARMA innovation model and white noise estimators, a unified new algorithm to steady-state Kalman estimators for singular discrete stochastic linear systems is presented, and its asymptotic stability is proved.