摘要
研究了线性广义离散系统的卡尔曼滤波器 ,应用矩阵的奇异值分解技术和矩阵的广义逆 。
In this paper, using singular values decomposition of matrix and generalized inverse of matrix, the filter for linear discrete generalized system- E, A∈R n×m /(n≠m) ,has been studied. Based up on this, a new method of design of Kalman filter for this system is given.
出处
《陕西科技大学学报（自然科学版）》
1999年第4期117-121,共5页
Journal of Shaanxi University of Science & Technology
关键词
广义离散系统
奇异值分解
广义逆
卡尔曼滤波器
discrete generalized system
singular values decomposition
generalized inverse
Kalman filter
