引用本文: | 秦超英,戴冠中.采用奇异值分解设计广义系统的最优滤波器[J].控制理论与应用,1994,11(2):177~181.[点击复制] |
QIN Chaoying and DAI Guanzhong.On the Design of Optimal Filter for Generalized State Space System Using Singular Value Decomposition[J].Control Theory and Technology,1994,11(2):177~181.[点击复制] |
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采用奇异值分解设计广义系统的最优滤波器 |
On the Design of Optimal Filter for Generalized State Space System Using Singular Value Decomposition |
摘要点击 1146 全文点击 499 投稿时间:1992-04-06 修订日期:1993-09-02 |
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DOI编号 |
1994,11(2):177-181 |
中文关键词 广义离散系统 奇异值分解 最优滤波器 |
英文关键词 generalized discrete system singular value decomposition optimal filter |
基金项目 |
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中文摘要 |
本文讨论广义离散随机线性系统的状态估计问题。通过矩阵奇异值分解,本文给出了一种设计降阶最优滤波器的使用方法,该方法同时还得到了动态系统和量测系统的干扰噪声的估计。 |
英文摘要 |
In this paper, the state estimation problem for generalized discrete stochastic linear system is discussed. By use of the matrix singular value decomposition, a practical method of designing a reduced-order optimal filter is given. At the same time, the estimation of the disturbance noises for the dynamic systems and measure systems is obtained. |
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