中国物理B ›› 2004, Vol. 13 ›› Issue (12): 1977-1981.doi: 10.1088/1009-1963/13/12/001
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吴健荣1, 宋士吉2
Wu Jian-Rong (吴健荣)a, Song Shi-Ji (宋士吉)b
摘要: In this paper, an optimal filter for a stochastic linear system with previous stage noise correlation is designed. Based on this result, together with the decomposition techniques of the stochastic singular linear system, the design of an optimal filter for a stochastic singular linear system is given.
中图分类号: (Noise)