Method of Conditional Filtering for Stochastic System with Distributed Parameters

In the case of the stochastic system with distributed parameters exist observation noise in its control input and its control output, the conditional filtering method of the stochastie system with distributed parameters is presented.While the optimum estimation of system state is obtained, the optimum estimation value of unknown control input can be obtained at the same time, the algorithm with the structure's similarity of system state and control input estimated device, the algorithm provides a new approach to reduce value computatioonal complexity of filtering algorithm of distributed parameters system, and has a wide application prospect in enginerring practice.