Fixed-point smoothing algorithm for discrete multiplicative systems (Q1106807)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed-point smoothing algorithm for discrete multiplicative systems |
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Fixed-point smoothing algorithm for discrete multiplicative systems (English)
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1989
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A fixed-point smoothing algorithm is proven for discrete-time systems with additive and multiplicative noise in the plant and measurement equations. Such systems, although linear, differ in a number of aspects from systems with only additive noise. The algorithm depends on the multiplicative terms, as expected. Steady-state results are derived.
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fixed-point smoothing algorithm
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discrete-time systems
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multiplicative noise
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