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Institutional Repository [SANDBOX]
Technical University of Crete
Technical University of Crete
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| URI: | http://purl.tuc.gr/dl/dias/DA0BE276-8DEC-4CF1-AF0F-FF579865190D | ||
| Year | 1988 | ||
| Type of Item | Peer-Reviewed Journal Publication | ||
| License |
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| Bibliographic Citation | Υ. Α. Phillis, "A smoothing algorithm for systems with multiplicative noise," IEEE Trans. on Aut. Control, vol. 33, no. 4,pp. 401- 403, 1988.doi : 10.1109/9.192201 https://doi.org/ 10.1109/9.192201 | ||
| Appears in Collections |
A 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 noise
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