1990•Unpublished venueRequires access
Optimal State Estimation with Correlated Multiplicative and Additive Noise and its Application to Measurement Differencing
Engin Yaz
Open publisher page 3 citations
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.