| 线性系统最小二乘滤波的递推算法 |
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| 引用本文： | 刘轩黄.线性系统最小二乘滤波的递推算法[J].江西电力职业技术学院学报,2009,22(4). |
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| 作者姓名： | 刘轩黄 |
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| 作者单位： | 江西电力职业技术学院,江西,南昌,330032 |
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| 摘 要： | 应用广义逆矩阵的理论,导出了无需事先提供待估计量的任何先验统计知识而能获得严格意义下的最小二乘滤波的递推算法。
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| 关 键 词： | 广义逆 递推算法 估计 滤波 |
The Filtering Recursive Least Square Algorithms for Linear Systems |
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| LIU Xuan-huang.The Filtering Recursive Least Square Algorithms for Linear Systems[J].Journal of Jiangxi Vocational and Technical College of Electricity,2009,22(4). |
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| Authors: | LIU Xuan-huang |
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| Abstract: | The filtering recursive least square algorithms for linear systems are derived by applying the theory of generalized inverses.These algorithms gives the least square estimation not requiring any prior statistical knowledge of parameters or the initial state to be estimated in the strict sense.and provide the minimum-time unbiased filters for linear time-varying systems and minimum-time deadbeat observers for determimistic systems. |
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| Keywords: | generalized inverses recursive algorithms estimation filter |
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