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Recursive 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 , discrete time and continuous time , noise (video) , mean squared error , estimation , mathematics , computer science , state estimator , mean square , state (computer science) , algorithm , statistics , mathematical analysis , artificial intelligence , signal transfer function , digital signal processing , analog signal , image (mathematics) , computer hardware , management , economics
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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