Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises
Metadatos
Mostrar el registro completo del ítemEditorial
Hindawi Publishing Corporation
Materia
State estimation Multiplicative noise Uncertain observations
Fecha
2010Referencia bibliográfica
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]
Resumen
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.