| 引用本文: | 石 莹, 沈永良, 孙书利, 邓自立.广义离散随机线性系统降阶Wiener滤波、平滑和预报器[J].控制理论与应用,2004,21(6):981~985.[点击复制] |
| SHI Ying, SHEN Yong-liang, SUN Shu-li, DENG Zi-li.Reduced-order Wiener filtering,smoothing and prediction for descriptor discrete-time stochastic linear systems[J].Control Theory and Technology,2004,21(6):981~985.[点击复制] |
|
| 广义离散随机线性系统降阶Wiener滤波、平滑和预报器 |
| Reduced-order Wiener filtering,smoothing and prediction for descriptor discrete-time stochastic linear systems |
| 摘要点击 1806 全文点击 1245 |
| 查看全文 查看/发表评论 下载PDF阅读器 |
| DOI编号 10.7641/j.issn.1000-8152.2004.6.029 |
| 2004,21(6):981-985 |
| 中文关键词 广义随机系统 Y-可观 状态估计 降阶 Wiener状态估值器 |
| 英文关键词 descriptor stochastic system Y-observability state estimation reduced order Wiener state estimator |
| 基金项目 国家自然科学基金项目 (60374026); 黑龙江省自然科学基金项目 (F0-15 ). |
|
| 中文摘要 |
| 应用现代时间序列方法 ,基于自回归滑动平均 (ARMA)新息模型、白噪声估值器和观测预报器 ,对于广义离散随机线性系统 ,提出了降阶Wiener状态估值器 ,可统一处理滤波、平滑和预报问题 ,并且能减少计算负担 .仿真例子说明了算法的有效性 |
| 英文摘要 |
| Based on autoregressive moving average(ARMA) innovation model,white noise estimator and observation predictor,reduced-order Wiener state estimators for descriptor discrete-time stochastic linear systems were proposed by applying modern time series analysis approach.They can handle the filtering,smoothing and prediction problem in a unified framework and can reduce the computational burden.A simulation example shows their effectiveness. |
|
|
|
|
|