中文摘要：

讨论了线性离散奇异系统的状态估计问题.在系统正则的前提下,将奇异系统的滤波估计问题转化为系统状态噪声带有前向时滞的滤波估计问题,基于等价系统的新息分析及射影定理,通过求解两个耦合的Riccati方程求得等价系统的滤波估计器,最终得到与原始奇异系统状态同维的预报,滤波,及平滑估计器.

英文摘要：

State estimation of singular discrete-time linear systems is discussed. The filtering problem of the singular systems can be transformed into that of standard systems with advance delay noise. Based on the innovation analysis for equivalent system and the projection formula, its filter predictor is presented by solving two coupled Rieeati-type difference equations. Finally, the filter and fixed-lag smoother are obtained, which are of the same dimension with the formal singular systems.