The Optimal Recursive Predicting Method for the Singular Discrete Stochastic System and its Asymptotic Stability
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

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 .