DocumentCode
353893
Title
The method of designing the filter for a class of linear discrete generalized stochastic systems
Author
Zhanmin, Yang
Author_Institution
Inst. of Syst. Sci. & Appl. Math., Northwest Inst. of Light Ind., Shaanxi, China
Volume
4
fYear
2000
fDate
2000
Firstpage
2937
Abstract
In this paper, using the singular value decomposition of matrix and generalized inverse of matrix, the filter for linear discrete generalized stochastic system - Ex(k+1)=Ax(k)+Bu(k)+Dω(k), y(k)=Cx(k)+υ(k)(E and A is not a square matrix), has been studied. Based on this, a new method of designing the Kalman filter for this system is given
Keywords
Kalman filters; discrete time systems; filtering theory; linear systems; singular value decomposition; stochastic systems; Kalman filter; discrete time systems; linear systems; matrix algebra; singular value decomposition; stochastic systems; Design methodology; Mathematics; Matrix decomposition; Nonlinear filters; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
Conference_Location
Hefei
Print_ISBN
0-7803-5995-X
Type
conf
DOI
10.1109/WCICA.2000.862604
Filename
862604
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