DESIGN OF RECURSIVE FIXED-POINT SMOOTHER USING COVARIANCE INFORMATION IN LINEAR DISCRETE-TIME-SYSTEMS

被引：6

作者：

NAKAMORI, S

机构：

[1] Department of Technology, Kagoshima University, Kagoshima, 890

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1992年 / 23卷 / 12期

关键词：

D O I：

10.1080/00207729208949457

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A recursive fixed-point smoother and filter, for linear discrete-time systems, are designed using the observed value and the covariance information of signal and observation noise for white gaussian and white gaussian plus coloured observation noise.

引用

页码：2323 / 2334

页数：12

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