【摘要】 基于广义随机系统的奇异值分解典范形,应用Kalman滤波和白噪声估值器,提出了全局渐近稳定的降阶极点配置固定滞后Kalman平滑器,可明显减小计算负担,便于实时应用,一个仿真例子说明了其有效性。更多还原

【Abstract】 Based on a singular value decomposition canonical form of descriptor stochastic systems, applying the Kalman filtering and white noise estimator, a globally asymptotically stable reduced-order pole-assignment fixed-lag Kalman smoother is presented. It can obviously reduces the computational burden, and is suitable for real time applications. A simulation example shows its effectiveness.更多还原