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
β¦ LIBER β¦
Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises
β Scribed by Michael Basin; Juan J. Maldonado
- Book ID
- 113662358
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 461 KB
- Volume
- 197
- Category
- Article
- ISSN
- 0020-0255
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