A partitioned optimal filtering algorithm for multi-channel systems with multiplicative noise among observation channels is proposed.

针对多通道观测环境下带乘性噪声系统的最优滤波问题，提出了1种状态最优滤波的分部算法。

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A new fading filtering algorithm is developed based on the property of Kalman filter that the sequence of residuals is uncorrelated when the optimal gain is used.

本文依据卡尔曼滤波器在使用最佳增益时，其余差序列互不相关的性质，开发了一种新的渐消滤波算法。

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A unified algorithm to the optimal filtering, smoothing and prediction is presented, and the asymptotic stability for the initial value of the algorithm is proved.

提出一种统一处理系统最优滤波、预报和平滑估计的新方法，证明了新算法的渐近稳定性。

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