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Please use this identifier to cite or link to this item: http://hdl.handle.net/10481/31552

Title: Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises
Authors: Sánchez González, Carlos
García-Muñoz, Teresa
Issue Date: 2009
Abstract: This paper describes a design for a least mean square error estimator in discrete time systems where the components of the state vector, in measurement equation, are corrupted by different multiplicative noises in addition to observation noise. We show how known results can be considered a particular case of the algorithm stated in this paper.
Publisher: Universidad de Granada. Departamento de Teoría e Historia Económica
Series/Report no.: The Papers;09/09
Keywords: State estimation
Multiplicative noise
Uncertain observations
URI: http://hdl.handle.net/10481/31552
Rights : Creative Commons Attribution-NonCommercial-NoDerivs 3.0 License
Citation: Sánchez-González, C.; García-Muñoz, T. Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises. Universidad de Granada. Departamento de Teoría e Historia Económica (2009). (The Papers; 09/09). [http://hdl.handle.net/10481/31552]
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