Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises
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Hindawi Publishing Corporation
State estimationMultiplicative noiseUncertain observations
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]
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.