广义连续随机线性系统的最优递推问题  

Optimal recursive for singular continuous stochastic linear systems

作　　者：张卓奎[1] 陈慧婵[1] 

机构地区：[1]西安电子科技大学理学院,陕西西安710071

出　　处：《系统工程与电子技术》2006年第7期1039-1042,共4页Systems Engineering and Electronics

基　　金：国家自然科学基金资助课题(70371031)

摘　　要：讨论了广义连续随机线性系统的最优递推问题,利用矩阵的奇异值分解理论,给出了广义连续随机线性系统的奇异值标准形式,基于标准形式,在两种情况下,将系统分解成两个子系统,通过对子系统状态估计的研究,得到了该系统的最优递推方程。结果表明,对于广义系统,该方法有效地减少了计算量。The optimal recursive equation for singular continuous linear system is discussed. A singular values standard form for singular continuous stochastic linear systems is given by singular value decomposition of matrix. Under the two cases, the singular continuous stochastic linear system is decomposed into two subsystems based on standard form. The optimal recursive problems for this singular system are obtained by state estimation of subsystems. The result shows that this technique efficiently reduces the amount of computation for singular system.

关 键 词：广义系统 递推方程 奇异值分解 状态估计 

分 类 号：O221.6[理学—运筹学与控制论]