Recursive Algorithm for Singular Continuous Stochastic Nonlinear Systems
广义连续随机非线性系统的递推算法*

The optimal recursive equation for singular continuous nonlinear system is discussed. A singular values standard form for singular continuous stochastic nonlinear systems is given by singular value decomposition of matrix. Under the two cases, the singular continuous stochastic nonlinear system is decomposed two subsystems based on standard form. The optimal recursive equations for this singular system are obtained by state estimation of subsystems.