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【简答题】
考虑标量系统，其信号模型为 s k =s k-1 ，  k=1，2，… 其中，s 0 是均值为零、方差为 的随机变量。设观测方程为 x k =s k +n k ， k=1，2，… 其中，观测噪声n k (k≥1)是均值为零、方差为 的互不相关的随机序列。若已知 ,x 1 =3 ,x 2 =-4 ,x 3 =2.5 (1)求状态滤波值 、 和 及状态滤波的均方误差 、 和 。 (2)求均方误差 的稳态值 ，k→∞
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相关题目：
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