| 带随机量测噪声的线性系统的初始状态马尔柯夫估计的均方收敛性 |
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| 引用本文： | 陈兆宽,程兆林.带随机量测噪声的线性系统的初始状态马尔柯夫估计的均方收敛性[J].系统科学与数学,1985,5(1):063-072. |
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| 作者姓名： | 陈兆宽 程兆林 |
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| 作者单位： | 山东大学数学系 济南
(陈兆宽)，山东大学数学系 济南(程兆林) |
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| 摘 要： | 一、引言设线性离散系统X(k+1)=GX(k),Y(k)=CX(k)+V(k) (1.1)式中 G,C 分别为 n×n,m×n 常阵,且 G 为非奇异阵,V(k)为 m×1量测噪声矢量,{V(k)}为平稳白噪声序列,即
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THE CONVERGENCE OF MARKOV ESTIMATION OF THE INITIAL STATE FOR THE LINEAR SYSTEM WITH RANDOM MEASURED NOISE |
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| CHEN ZHAOKUAN CHENG ZHAOLIN.THE CONVERGENCE OF MARKOV ESTIMATION OF THE INITIAL STATE FOR THE LINEAR SYSTEM WITH RANDOM MEASURED NOISE[J].Journal of Systems Science and Mathematical Sciences,1985,5(1):063-072. |
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| Authors: | CHEN ZHAOKUAN CHENG ZHAOLIN |
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| Institution: | Shandong University |
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| Abstract: | In this paper,the mean square error convergence of Markov estimation of the ini-tial state for the discrete-time linear system with random measured noise is discussed.A necessary and sufficient condition on which the estimating mean square error con-verges to zero is obtained. |
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