二维Fornasini-Marchesini模型的卡尔曼滤波

2009 International Workshop on Multidimensional (nD) Systems Pub Date : 2009-08-07 DOI:10.1109/NDS.2009.5195928

Ran Yang, L. Ntogramatzidis, M. Cantoni

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引用次数: 7

摘要

本文研究二维系统的信号估计问题。更具体地说，我们提出了Fornasini-Marchesini模型中二维系统的卡尔曼滤波器，而不预先施加其结构。我们将证明，这样得到的滤波器不是Fornasini-Marchesini形式，但它仍然具有递归结构。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On Kalman filtering for 2-D Fornasini-Marchesini models

This paper deals with the problem of signal estimation for two-dimensional systems. More specifically, we propose a Kalman filter for 2-D systems in Fornasini-Marchesini model, without pre-imposing its structure. It will be shown that the filter thus obtained is not in a Fornasini-Marchesini form, but it still has a recursive structure.

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2009 International Workshop on Multidimensional (nD) Systems

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