Markov Estimation for Singular Discrete-Time Stochastic Linear System
广义离散随机线性系统的马尔可夫估计

Keywords: Singular discrete-time stochastic linear systems,Markov estimation,recursive algorithm
随机系统,线性系统,马尔可夫估计

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Abstract:

本文讨论了带有脉冲模的广义离散随机线性系统Ex_k=φx_(k-1)+Γw_(k-1),y_k=Hx_k+ν_k的马尔可夫状态估计问题,得到了这个估计的递推算法.

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