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Please use this identifier to cite or link to this item: http://hdl.handle.net/10481/33455

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: 2010
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: Hindawi Publishing Corporation
Keywords: State estimation
Multiplicative noise
Uncertain observations
URI: http://hdl.handle.net/10481/33455
ISSN: 1026-0226
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. Discrete Dynamics in Nature and Society, 2010: 875023 (2010). [http://hdl.handle.net/10481/33455]
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