Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises (Q980819)
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| Language | Label | Description | Also known as |
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| English | Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises |
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Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises (English)
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29 June 2010
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Summary: This paper describes a design for a least mean square error estimator in discrete time systems where the components of the state vector, in the measurement equation, are corrupted by different multiplicative noises in addition to the observation noise. We show how known results can be considered a particular case of the algorithm stated in this paper.
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