Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises Sánchez González, Carlos García-Muñoz, Teresa State estimation Multiplicative noise Uncertain observations 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. 2014-05-05T11:11:44Z 2014-05-05T11:11:44Z 2009 info:eu-repo/semantics/report 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] http://hdl.handle.net/10481/31552 eng The Papers;09/09 http://creativecommons.org/licenses/by-nc-nd/3.0/ info:eu-repo/semantics/openAccess Creative Commons Attribution-NonCommercial-NoDerivs 3.0 License Universidad de Granada. Departamento de Teoría e Historia Económica