Open AccessRecursive Linear Estimation for Discrete‐Time Systems in the Presence of Different Multiplicative Observation Noises
Author(s) -
Cristina SánchezGonzález,
Teresa GarcíaMuñoz
Publication year - 2010
Publication title -
discrete dynamics in nature and society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.264
H-Index - 39
eISSN - 1607-887X
pISSN - 1026-0226
DOI - 10.1155/2010/875023
Subject(s) - estimator , multiplicative function , multiplicative noise , mean squared error , estimation , mathematics , noise (video) , state estimator , discrete time and continuous time , computer science , mean square , minimum mean square error , state vector , algorithm , statistics , artificial intelligence , mathematical analysis , management , classical mechanics , digital signal processing , image (mathematics) , economics , physics , computer hardware , analog signal , signal transfer function
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
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