State Estimation for Singular Discrete Stochastic Nonlinear Systems

摘要：

The singular discrete stochastic nonlinear system with nonzero mean and correlated white noise is discussed by using the singular values decomposition of matrix. The optimal recursive estimates for predicting and filtering concerning the states of this singular systems are obtained.

作者: Xiaohong Ren Zhaoqiang Ge

作者单位: Faculty of Science Shaanxi University of Science and Technology Xi0an 710021, China Department of Applied Mathematics Xi0an Jiaotong University Xi0an 710049, China

会议类型: 国际会议

会议名称: Fourth International Conference on Impulsive and Hybrid Dynamical Systems(ICIHDS 2007)(第四届国际脉冲和混合动力系统学术会议)

会议地点: 南宁

会议语种:英文

在线出版日期: 2007-07-20（万方平台首次上网日期，不代表论文的发表时间）