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A smoothing algorithm for systems with multiplicative noise

Yannis Phillis

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URIhttp://purl.tuc.gr/dl/dias/DA0BE276-8DEC-4CF1-AF0F-FF579865190D-
Identifierhttps://doi.org/ 10.1109/9.192201-
Languageen-
Extent3 pagesen
TitleA smoothing algorithm for systems with multiplicative noiseen
CreatorYannis Phillisen
CreatorΦιλλης Ιωαννηςel
PublisherIEEEen
Content SummaryA fixed-point smoothing algorithm is derived for linear time-varying systems with multiplicative noise in the state channels of the plant and the measurements as well as additive noise. As in systems without multiplicative noise, the smoothed estimates depend on the filtered estimates. The steady-state behavior of the algorithm is examined. If the multiplicative part is absent, then the results coincide with known results for systems with additive noiseen
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-06-
Date of Publication1988-
SubjectGreek mathematicsen
Subjectmathematics greeken
Subjectgreek mathematicsen
Bibliographic CitationΥ. Α. Phillis, "A smoothing algorithm for systems with multiplicative noise," IEEE Trans. on Aut. Control, vol. 33, no. 4,pp. 401- 403, 1988.doi : 10.1109/9.192201el

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