| 引用本文: | 马进.关于无限时间状态估计问题[J].控制理论与应用,1987,4(4):114~120.[点击复制] |
| Ma Jin.ON THE STATE ESTIMATION WITH INFINITE DURATION[J].Control Theory and Technology,1987,4(4):114~120.[点击复制] |
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| 关于无限时间状态估计问题 |
| ON THE STATE ESTIMATION WITH INFINITE DURATION |
| 摘要点击 1143 全文点击 475 投稿时间：1986-10-11 修订日期：1987-02-05 |
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| DOI编号 |
| 1987,4(4):114-120 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
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| 中文摘要 |
| 本文讨论无限持续时间线性无偏最小方差估计问题，研究无限时间最优估计器与通常的有限时间线性无偏最小方差估计器及其极限形式估计器之间，以及与奇异情形下的无限时间次优估计器之间的种种关系。 |
| 英文摘要 |
| This paper treats the problem of Linear Unbias Least Square Estimation with infinite duration. Some relations among the optimal estimator with infinite duration, the usual finite duration estimator and its limit form estimator, the suboptimal estimator with infinite duration and the desending dimensional optimal estimator in degenerate case are investigated. The optimality of the usual limit estimator and the mean square convergence of the family of the “local estimators” are proved. |
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