Minimal-order optimal filters for discrete-time linear stochastic systems
作者:
TSUNEO YOSHIKAWA,
期刊:
International Journal of Control
(Taylor Available online 1975)
卷期:
Volume 21,
issue 1
页码: 1-19
ISSN:0020-7179
年代: 1975
DOI:10.1080/00207177508921966
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
On the basis of a new definition of filters, the order of the minimal-order optimal filters for general discrete-time linear stochastic systems is obtained. A method is established for constructing a minimal-order optimal filter.
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