Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises

被引：0

作者：

Sanchez-Gonzalez, C. ^{[1
]}

Garcia-Munoz, T. M. ^{[1
]}

机构：

[1] Univ Granada, Fac Ciencias Econ & Empresariales, Dept Metodos Cuantitat Econ & Empresa, Granada 18011, Spain

来源：

DISCRETE DYNAMICS IN NATURE AND SOCIETY | 2010年 / 2010卷

关键词：

STATE;

D O I：

10.1155/2010/875023

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页数：12

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