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本文探讨了离散随机线性系统的动态噪声估计问题,得到了在动态系统噪声和量测系统噪声相关情况下,估计动态系统噪声的固定点和固定区间平滑算法。
In this paper, the dynamic noise estimation of discrete stochastic linear systems is discussed. The fixed points and fixed interval smoothing algorithms for estimating the dynamic system noise are obtained under the condition of dynamic system noise and noise of the measurement system.