带时滞观测线性离散系统的递推滤波

RECURSIVE FILTER FOR LINEAR DISCRETE SYSTEMS WITH DELAY OBSERVATIONS

本文讨论带时滞观测线性离散系统的滤波问题,提出利用联合分布函数,得到滤波递推格式.这种方法还适用于一般的带有状态时滞的线性离散系统.

In this paper, the recursive filtering problem for linear discrete systems with delay observations is concerned. By using joint distribution function, we obtain the recursive form of the filter. This method is suited for a general class of linear discrete systems with time delays, too.