Linear estimation of continuous-discrete linear state space models with multiplicative noise

Systems and Control Letters

Volumn 47, Issue 2, 2002, Pages 91-101

  Jimenez, J C ^a   Ozaki, T ^b  

^a INSTITUTO DE CIBERNÉTICA   (Cuba)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Kalman filter; Linear state space models; Multiplicative noise; Optimal minimum variance estimation

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; DIFFERENTIAL EQUATIONS; DISCRETE TIME CONTROL SYSTEMS; KALMAN FILTERING; MATHEMATICAL MODELS; SPURIOUS SIGNAL NOISE; STATE SPACE METHODS;

CONTINUOUS-DISCRETE LINEAR STATE SPACE MODELS; MULTIPLICATIVE NOISE;

LINEAR CONTROL SYSTEMS;

EID: 0037037428     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(02)00150-0     Document Type: Article

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