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Optimal Filtering and a Smoothing Algorithm for a Singular System With a Complex Stochastic Uncertain Parameter Matrix
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DOI：10.1109/TCSII.2019.2922010.png)
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Abstract
En 中文
This brief considers estimation algorithms for linear singular systems with random uncertain parameter matrices. We propose an optimal filtering algorithm and an optimal fixed-interval smoothing algorithm to filter out artifacts, such as noise, from the parameter matrix by using the projection theorem and an equivalent transformation. A performance analysis and simulation results verify the proposed algorithms.
Keywords:
Mathematical model
Circuits and systems
Smoothing methods
Covariance matrices
Performance analysis
Uncertainty
Technological innovation
Filtering
smoothing
stochastic uncertain parameter matrix
singular system
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