Self-tuning optimal predictors for singular discrete stochastic linear systems

被引：0

作者：

Zhang, Huanshui ^{[1
]}

Deng, Zili ^{[1
]}

机构：

[1] Taian Teacher's Coll, Taian, China

来源：

Zidonghua Xuebao/Acta Automatica Sinica | 1996年 / 22卷 / 01期

关键词：

State estimation;

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：

Using the modern time series analysis method, this paper deals with the optimal and adaptive state estimation for the singular discrete stochastic linear systems. The optimal predictor is presented by converting the state estimation into the output prediction and noise estimation, and the asymptotic stability for the initial values of the optimal predictor is proved. The self-tuning predictor is also presented as the covariance matrices are unknown in this paper. A simulation example shows its usefulness.

引用

页码：49 / 57

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