The optimal control problem for the discrete time stochastic singular systems with linear quadratic cost functional is discussed.

讨论广义离散随机线性系统在二次型性能指标下的最优控制问题。

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In this paper, the state estimation problem for the singular discrete stochastic linear systems is dia-cussed.

本文讨论了广义离散随机线性系统的状态估计问题。

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For the linear discrete stochastic descriptor systems with multisensor, based on the singular value decomposition, the equivalent two reduced order multisensor subsystems are obtained.

对于带多传感器的广义线性离散随机系统，基于奇异值分解，将其化为等价的两个降阶多传感器子系统。

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