Filtering for linear systems with noise correlation and its application to singular systems
Wu Jian-Rong (吴健荣)a, Song Shi-Ji (宋士吉)b
a Department of Applied Mathematics, University of Science and Technology of Suzhou, Suzhou 215009, China; b Department of Automation, Tsinghua University, Beijing 100084, China
Abstract 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.
Received: 31 January 2004
Revised: 13 May 2004
Accepted manuscript online:
PACS:
05.40.Ca
(Noise)
Fund: Project supported by the State Key Development Programme for Basic Research of China (Grant No 2002CB312205), the Science Foundation of Jiangsu Education Bureau, and the Science Foundation from University of Science and Technology of Suzhou, China.
Cite this article:
Wu Jian-Rong (吴健荣), Song Shi-Ji (宋士吉) Filtering for linear systems with noise correlation and its application to singular systems 2004 Chinese Physics 13 1977
Altmetric calculates a score based on the online attention an article receives. Each coloured thread in the circle represents a different type of online attention. The number in the centre is the Altmetric score. Social media and mainstream news media are the main sources that calculate the score. Reference managers such as Mendeley are also tracked but do not contribute to the score. Older articles often score higher because they have had more time to get noticed. To account for this, Altmetric has included the context data for other articles of a similar age.