As an application of filtering theory, we study one kind of partially observed linear quadratic recursive optimal control problem.
作为滤波理论的应用，我们研究了一类部分可观测的递归线性二次最优控制问题。
2
Combining the separation principle with a direct construction method, we get the optimal control which is the linear feedback of the state filtering estimation.
结合分离原理和一种直接构造的方法，我们得到了显式的最优控制，它是状态滤波估计的线性反馈。
3
Finally, a theoretically optimal structure of GPS carrier tracking loop based on maximum likelihood estimation and linear Kalman filtering is proposed in this dissertation.