摘要
Based on the theory of Bayes forecasting, this paper mainly deals with the problem onthe state estimation for singular discrete-time stochastic linear system. And a new approach to optimalfiltering-linear Bayes estimation (LBE) has been proposed.
Based on the theory of Bayes forecasting, this paper mainly deals with the problem onthe state estimation for singular discrete-time stochastic linear system. And a new approach to optimalfiltering-linear Bayes estimation (LBE) has been proposed.
