A generalized Kalman filter for 2-D discrete systems

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作者：
机构：
[1] Zou, Yun
[2] Sheng, Mei
[3] Zhong, Ningfan
[4] Xu, Shengyuan
来源：
Zou, Y. | / IEEE Circuits and Systems Society; Hiroshima University卷 / Institute of Electrical and Electronics Engineers Inc.期
关键词：
Theoretical; (THR);
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摘要：
This paper extend the well-known Kalman filter design to the stochastic secondary 2-D Fornasini-Marchesini Models (FMMII) subjected to white noises in both the state and measurement equations. The explicit formula of the estimator is derived.
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