ESTIMATION BY MEANS OF A FILTER WITH RANDOM NOISE

被引：0
|
作者：
LYASHENKO, EA
RYASHKO, LB
机构：
来源：
AUTOMATION AND REMOTE CONTROL | 1992年 / 53卷 / 02期
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D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of estimating the state of a discrete linear stochastic system by means of a filter containing random noise is investigated. Failure to allow for noise in the filter can cause it to diverge. A stable locally optimal filtering procedure is proposed, which takes such noise into account. Examples demonstrating the stability of the procedure are given.
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页码：213 / 219
页数：7
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