这种滤波和其他预测性滤波一样,可以通过模型方程由测量空间递推得到状态空间。
As other predictive filters, state space is recursively got from measure space with system model by using the Particle filter.
采用最佳固定滞后平滑的时间向前递推的算法,对所建立的系统数学模型求解,得出了最佳固定滞后平滑滤波的一组方程。
A set of equations of optimal fixed-lag smoothing filter are obtained by using optimal fix-lag smooth time forward-recurrence algorithm and solving the built system mathematic model.
结论得到了该系统状态的最优预测和滤波递推方程。
Conclusion Optimal recursive estimation for predicting and filtering of state for this singular system are obtained.
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