Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises
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 particula...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Wiley
2010-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2010/875023 |
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| _version_ | 1832554375155810304 |
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| author | C. Sánchez-González T. M. García-Muñoz |
| author_facet | C. Sánchez-González T. M. García-Muñoz |
| author_sort | C. Sánchez-González |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-9dcaeed7978347588ab4fcd6988bf25a |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2010-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-9dcaeed7978347588ab4fcd6988bf25a2025-02-03T05:51:37ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2010-01-01201010.1155/2010/875023875023Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation NoisesC. Sánchez-González0T. M. García-Muñoz1Departamento de Métodos Cuantitativos para la Economía y la Empresa, Facultad de Ciencias Económicas y Empresariales, Universidad de Granada, Campus Universitario de Cartuja, s/n, 18011 Granada, SpainDepartamento de Métodos Cuantitativos para la Economía y la Empresa, Facultad de Ciencias Económicas y Empresariales, Universidad de Granada, Campus Universitario de Cartuja, s/n, 18011 Granada, SpainThis 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.http://dx.doi.org/10.1155/2010/875023 |
| spellingShingle | C. Sánchez-González T. M. García-Muñoz Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises Discrete Dynamics in Nature and Society |
| title | Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises |
| title_full | Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises |
| title_fullStr | Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises |
| title_full_unstemmed | Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises |
| title_short | Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises |
| title_sort | recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises |
| url | http://dx.doi.org/10.1155/2010/875023 |
| work_keys_str_mv | AT csanchezgonzalez recursivelinearestimationfordiscretetimesystemsinthepresenceofdifferentmultiplicativeobservationnoises AT tmgarciamunoz recursivelinearestimationfordiscretetimesystemsinthepresenceofdifferentmultiplicativeobservationnoises |