Discrete Dynamics in Nature and Society
Volume 2010 (2010), Article ID 875023, 12 pages
doi:10.1155/2010/875023
Research Article

Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises

C. Sánchez-González and T. M. García-Muñoz

Departamento de Métodos Cuantitativos para la Economía y la Empresa, Facultad de Ciencias Económicas y Empresariales, Universidad de Granada, Campus Universitario de Cartuja, s/n, 18011 Granada, Spain

Received 17 September 2009; Revised 11 February 2010; Accepted 21 March 2010

Academic Editor: Xue-Zhong He

Copyright © 2010 C. Sánchez-González and T. M. García-Muñoz. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

This paper describes a design for a least mean square error estimator in discrete time systems where the components of the state vector, in measurement equation, are corrupted by different multiplicative noises in addition to observation noise. We show how known results can be considered a particular case of the algorithm stated in this paper.