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Mean-square filter design for stochastic polynomial systems with Gaussian and Poisson noises

โœ Scribed by Basin, Michael; Rodriguez-Ramirez, Pablo

Book ID
121195682
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
543 KB
Volume
45
Category
Article
ISSN
0020-7721

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โœ Oswaldo L.V. Costa; Guilherme R.A.M. Benites ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 424 KB

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman t