%0 Journal Article
%T The Optimal Recursive Predicting Method for the Singular Discrete Stochastic System and its Asymptotic Stability<br>广义离散随机线性系统最优递推预报方法及其渐近稳定性
%A Zhang Huanshui
%A Chai Tianyou
%A <br>张焕水
%A 柴天佑
%J 自动化学报
%D 1997
%I 
%X This paper deals with the optimal state estimation for the singular discrete stochastic linear system. The optimal recursive predictor and the optimal filter for the singular discrete stochastic linear system are presented by using the innovation theory and projection method, and the asymptotic stability of the optimal predictor is proved .
%K Singular discrete stochastic linear system
%K optimal recursive predictor
%K filter
%K stability<br>广义
%K 线性系统
%K 最优递推预报器
%K 稳定性
%K 离散系统
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=364D3680D1F00B43FE74A6B3DC6FBDA0&yid=5370399DC954B911&vid=EA389574707BDED3&iid=0B39A22176CE99FB&sid=3E0812ED84A7B31D&eid=5D9D6A8FC2C66FD8&journal_id=0254-4156&journal_name=自动化学报&referenced_num=2&reference_num=5