首页   按字顺浏览 期刊浏览 卷期浏览 Recursive Filtering*
Recursive Filtering*

 

作者: Jan C. Willems,  

 

期刊: Statistica Neerlandica  （WILEY Available online 1978）
卷期: Volume 32, issue 1  

页码: 1-39

 

ISSN:0039-0402

 

年代: 1978

 

DOI:10.1111/j.1467-9574.1978.tb01382.x

 

出版商: Blackwell Publishing Ltd

 

数据来源: WILEY

 

摘要:

AbstractThe purpose of this paper is to give an exposition of the theory behind the Kalman filter and its application to the so‐called LQG‐problem. This problem is concerned with the stochastic optimal control of a linear system with respect to a quadratic cost in the presence Gaussian disturban

 

点击下载:  PDF (2084KB)



返 回