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 estima...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.展开更多
Using theory of Bayesian Dynamic Models and Forecasting , this paper mainly deals with the problem on state estimation for singular discrete time stochastic linear system. And a new method of state estimation l...Using theory of Bayesian Dynamic Models and Forecasting , this paper mainly deals with the problem on state estimation for singular discrete time stochastic linear system. And a new method of state estimation linear Bayes estimation (LBE for short) has been proposed.展开更多
文摘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.
文摘Using theory of Bayesian Dynamic Models and Forecasting , this paper mainly deals with the problem on state estimation for singular discrete time stochastic linear system. And a new method of state estimation linear Bayes estimation (LBE for short) has been proposed.