Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems
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School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore 639798, Singapore
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School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore 639798, Singapore
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IEEE Trans Autom Control
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11卷
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2154-2158期
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Manuscript received March 30;
1998. Recommended by Associate Editor;
T. E. Duncan. This work was supported in part by Shandong Nature Science Funds;
China;
and the Academic Research Fund;
Ministry of Education;
Republic of Singapore;