Erratum to “Linear estimation of continuous-discrete linear state space models with multiplicative noise”: [Systems & Control Letters 47 (2002) 91–101]

Linear estimation of continuous-discrete

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

✍ J.C. Jimenez; T. Ozaki 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 211 KB

This paper deals with the estimation of the state variable of continuous-discrete linear state space models with multiplicative noise. Speciÿcally, the optimal minimum variance linear ÿlter for that class of models is constructed. Moreover, the solutions of the di erential equations that describe th