Conclusion Optimal recursive estimation for predicting and filtering of state for this singular system are obtained.

结论得到了该系统状态的最优预测和滤波递推方程。

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In the sense of linear unbiased minimum variance estimation, a global optimal recursive state estimation algorithm for this discretized linear system is proposed.

在线性无偏最小方差估计准则下，推导出了该离散化后所得系统的全局最优递推状态估计算法。

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