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- W2355608197 abstract "In this paper an optimal filtering algorithm and an optimal smoothing algorithm for the estimation of measurement noise are developed for systems with multiplicative noise. They are developed on the condition that the multiplicative noise is in the form of a general stochastic matrix and all the multiplicative noise from each observation channel is correlated simultaneously. These two algorithms are optimal in the sense of linear minimum-variance. Some simulations have been provided to show the validity of these algorithms." @default.
- W2355608197 created "2016-06-24" @default.
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- W2355608197 date "2005-01-01" @default.
- W2355608197 modified "2023-09-24" @default.
- W2355608197 title "Optimal Estimation of Measurement Noise for Systems with Relevant Multiplicative Noise in Observation Channels" @default.
- W2355608197 hasPublicationYear "2005" @default.
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