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State Estimation of Discrete Stochastic Singular System

State Estimation of Discrete Stochastic Singular System
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摘要 In this paper, a state estimation problem in discrete\|time stochastic singular systems is investigated. It has been proved that the optimal state estimation problem of a discrete\|time stochastic singular system is equivalent to the optimal control problem of a deterministic singular system. In this paper, a state estimation problem in discrete\|time stochastic singular systems is investigated. It has been proved that the optimal state estimation problem of a discrete\|time stochastic singular system is equivalent to the optimal control problem of a deterministic singular system.
出处 《Systems Science and Systems Engineering》 CSCD 2000年第1期99-103,共5页 系统科学与系统工程学报(英文版)
关键词 stochastic singular systems ESTIMATION optimal control stochastic singular systems estimation optimal control
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