.png){kind=icon}
返回
Linear dynamic filtering with noisy input and output
.png){kind=icon}
OA
AI
DOI：10.1016/j.automatica.2004.08.014.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
State estimation problems for linear time-invariant systems with noisy inputs and outputs are considered. An efficient recursive algorithm for the smoothing problem is presented. The equivalence between the optimal filter and an appropriately modified Kalman filter is established. The optimal estimate of the input signal is derived from the optimal state estimate. The result shows that the noisy input/output filtering problem is not fundamentally different from the classical Kalman filtering problem. (C) 2004 Elsevier Ltd. All rights reserved.
Keyword:
errors-in-variables
Kalman filtering
optimal smoothing
misfit
latency
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
5.9
论文数:
1.2W
被引数:
5.2W
机构
暂无机构信息
.png){kind=icon}
没有更多内容