DocumentCode
488157
Title
Optimal State Estimation with Correlated Multiplicative and Additive Noise and its Application to Measurement Differencing
Author
Yaz, Engin
Author_Institution
Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701
fYear
1990
fDate
23-25 May 1990
Firstpage
317
Lastpage
318
Abstract
The design of mean square optimal, linear, unbiased state estimators is considered for stochastic systems which are acted upon by multiplicative and additive noises which are correlated with each other. The results are applied to a measurement differencing scheme for signal models with white multiplicative and colored measurement noise.
Keywords
Additive noise; Additive white noise; Colored noise; Difference equations; Noise measurement; Predictive models; State estimation; Stochastic resonance; Stochastic systems; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1990
Conference_Location
San Diego, CA, USA
Type
conf
Filename
4790748
Link To Document