简介:Astochastictwo-dimensionalFornasini-Marchesini'sModelⅡ(2-DFMMⅡ)withmultiplicativenoiseisgiven,andafilteringalgorithmforthismodel,whichisoptimalinthesenseoflinearminimum-variance,isdeveloped.Thestochastic2-DFMMⅡwithmultiplicativenoisecanbereducedtoa1-Dmodel,andtheproposedoptimalfilteringalgorithmforthestochastic2-DFMMⅡwithmultiplicativenoiseisobtainedbyusingthestateestimationtheoryof1-Dsystems.Anexampleisgiventoillustratethevalidityofthisalgorithm.