FILTERING ND SMOOTHING OF DISCRETE IMPLICIT SYSTEMS

被引：0

作者：

WANG, XM

BERNHARD, P

机构：

来源：

RAIRO-AUTOMATIQUE-PRODUCTIQUE INFORMATIQUE INDUSTRIELLE-AUTOMATIC CONTROL PRODUCTION SYSTEMS | 1991年 / 25卷 / 03期

关键词：

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：

We solve various filtering and smoothing problems for implicit systems, including the case where the matrix pencil is singular (possibly non square). While we provide an implicit filter, very simular to a Kalman filter, under very general hypothesis, a recursite explicit filter is given only for the case where there exists caresal solutions to the dynamic equation.

引用

页码：205 / 228

页数：24

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