IDEAS home Printed from https://ideas.repec.org/p/gra/wpaper/09-09.html
   My bibliography  Save this paper

Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises

Author

Listed:
  • Carlos Sánchez-González

    (Department of Economic Theory and Economic History, University of Granada.)

  • Tere M. García-Muñoz

    (Department of Economic Theory and Economic History, University of Granada.)

Abstract

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

Suggested Citation

  • Carlos Sánchez-González & Tere M. García-Muñoz, 2009. "Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises," ThE Papers 09/09, Department of Economic Theory and Economic History of the University of Granada..
  • Handle: RePEc:gra:wpaper:09/09
    as

    Download full text from publisher

    File URL: http://www.ugr.es/~teoriahe/RePEc/gra/wpaper/thepapers09_09.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    State estimation; multiplicative noise; uncertain observations;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gra:wpaper:09/09. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Angel Solano Garcia. (email available below). General contact details of provider: https://edirc.repec.org/data/dtugres.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.