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Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises

dc.contributor.authorSánchez González, Carlos 
dc.contributor.authorGarcía-Muñoz, Teresa
dc.date.accessioned2014-05-05T11:11:44Z
dc.date.available2014-05-05T11:11:44Z
dc.date.issued2009
dc.identifier.citationSánchez-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]es_ES
dc.identifier.urihttp://hdl.handle.net/10481/31552
dc.description.abstractThis 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.es_ES
dc.language.isoenges_ES
dc.publisherUniversidad de Granada. Departamento de Teoría e Historia Económicaes_ES
dc.relation.ispartofseriesThe Papers;09/09
dc.rightsCreative Commons Attribution-NonCommercial-NoDerivs 3.0 Licensees_ES
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es_ES
dc.subjectState estimationes_ES
dc.subjectMultiplicative noisees_ES
dc.subjectUncertain observationses_ES
dc.titleRecursive linear estimation for discrete time systems in the presence of different multiplicative observation noiseses_ES
dc.typeinfo:eu-repo/semantics/reportes_ES
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses_ES


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