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基于射影理论及新息分析方法,讨论离散随机线性系统最优状态估计问题。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。
Based on projective theory and new interest analysis, the optimal state estimation of discrete stochastic linear systems is discussed. A new method to deal with the optimal filtering, forecasting and smoothing of the system is proposed. The asymptotic stability of the new algorithm is proved.