广义离散随机线性系统固定区间稳态Kalman平滑器

摘要

运用新息理论和射影方法，基于ARMA新息模型和白噪声估值器，提出了广义离散随机线性系统正向固定区间稳态Kalman平滑器。仿真例子说明了算法的有效性。%Using the innovation theory and projection method, based on the ARMA innovation model and the white noise estimators, the authors present a steady-state forward fixed-interval Kalman smoother for the singular discrete stochastic linear systems. The simulation example shows the usefulness of the approach.