Conclusion Optimal recursive estimation for predicting and filtering of state for this singular system are obtained.
结论得到了该系统状态的最优预测和滤波递推方程。
This paper proposes a method for recursive optimal filtering of one-dimension stationary ran-dom processes by use of Kalman filtering of constant system.
本文提出了利用定常卡尔曼滤波来实现任意一维平稳随机过程递推最佳滤波的方法。
As an application of filtering theory, we study one kind of partially observed linear quadratic recursive optimal control problem.
作为滤波理论的应用，我们研究了一类部分可观测的递归线性二次最优控制问题。
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