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本文给出递推计算线性时常系统损失函数的一种方法。当知道系统的传递函数后,用这种方法可很方便地用计算机或人工计算系统变量的方差。用该方法可进行参数最优化设计。在计算过程中还顺便检验了系统的稳定性。
This paper presents a method for recursively calculating the linear, constant system loss function. When you know the transfer function of the system, you can easily calculate the variance of the system variables using a computer or by using this method. This method can be used to optimize the design parameters. In the calculation process also test the stability of the system.