摘要
本文讨论了带有脉冲模的广义离散随机线性系统Ex_k=φx_(k-1)+Γw_(k-1),y_k=Hx_k+ν_k的马尔可夫状态估计问题,得到了这个估计的递推算法.
In this paper the Markov estimation of the state, x_k, for the singular discrete-time stochastic linear system with the impulse mode
Ex_k =Φx_(k-1)+Γw_(k-1) y_k =Hx_k+v_k is derived by using the standard decomposition structure of the input-output invertible transformation. The state estimation is given in the rcursive form.
出处
《自动化学报》
EI
CSCD
北大核心
1991年第6期641-648,共8页
Acta Automatica Sinica
关键词
随机系统
线性系统
马尔可夫估计
Singular discrete-time stochastic linear systems
Markov estimation
recursive algorithm.
