Publication Date:
2010-01-01
Description:
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.
Print ISSN:
1026-0226
Electronic ISSN:
1607-887X
Topics:
Mathematics
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