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 particular case of the algorithm stated in this paper
|Date of creation:||27 Nov 2009|
|Date of revision:|
|Contact details of provider:|| Postal: Campus Universitario de Cartuja|
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