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广义连续随机非线性系统的状态估计问题 被引量:8

State estimation for singular stochastic nonlinear systems
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摘要 讨论了系统噪声和测量噪声为非零均值及具有相关噪声干扰情形下的广义连续随机非线性系统 ,利用矩阵的奇异值分解方法 。 The singular stochastic nonlinear system with nonzero mean and correlated white noise is discussed. Using the decomposition singular values of the matrix, the optimal recursive equations for this system are given.
出处 《西安电子科技大学学报》 EI CAS CSCD 北大核心 2001年第5期634-637,共4页 Journal of Xidian University
基金 国家自然科学基金资助项目 ( 6 9972 0 36 )
关键词 广义随机非线性系统 相关噪声 递推方程 状态估计 singular stochastic nonlinear systems correlated noise singular values recursive equations
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