Linear estimation for discrete-time systems in the presence of time-correlated disturbances and uncertain observations

1994 ◽  
Vol 39 (8) ◽  
pp. 1636-1638 ◽  
Author(s):  
A.H. Carazo ◽  
J.L. Perez
Keyword(s):  
Discrete Time ◽  
Linear Estimation ◽  
Discrete Time Systems ◽  
Time Systems

scholarly journals Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises

2010 ◽  
Vol 2010 ◽  
pp. 1-12 ◽  
Author(s):  
C. Sánchez-González ◽  
T. M. García-Muñoz
Keyword(s):  
Discrete Time ◽  
Error Estimator ◽  
Mean Square ◽  
Linear Estimation ◽  
Least Mean Square ◽  
Measurement Equation ◽  
Multiplicative Noises ◽  
Discrete Time Systems ◽  
Observation Noise ◽  
Time Systems

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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