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Minimum sampling rates for linear shift-variant discrete-time systems

โœ Scribed by Munson, D., Jr.


Book ID
117906369
Publisher
IEEE
Year
1985
Weight
578 KB
Volume
33
Category
Article
ISSN
0096-3518

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Linear minimum mean square filter for di
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