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

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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Bibliographic Details
Main Authors:	C. Sánchez-González, T. M. García-Muñoz
Format:	Article
Language:	English
Published:	Wiley 2010-01-01
Series:	Discrete Dynamics in Nature and Society
Online Access:	http://dx.doi.org/10.1155/2010/875023
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