摘要
本文讨论广义离散随机线性系统的状态估计问题．通过矩阵奇异值分解，本文给出了一种设计降阶最优滤波器的实用方法，该方法同时还得到了动态系统和量测系统的干扰噪声的估计．
In this paper,the state estimation problem for generalized discrete stochastec linear system is discussed. By use of the matrix singular value decompostion,a practical mothed of designing a reduced-order optimal filter is given.At the same time,the estimation of the disturbance noises for the dynamic systems and measure sys tems is obtained.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1994年第2期177-181,共5页
Control Theory & Applications
关键词
奇异值分解
最优滤波器
广义系统
generalized discrete system
singular value decomposition
optimal filter
