A smoothing algorithm for systems with multiplicative noise

URI	http://purl.tuc.gr/dl/dias/DA0BE276-8DEC-4CF1-AF0F-FF579865190D	-
Identifier	https://doi.org/ 10.1109/9.192201	-
Language	en	-
Extent	3 pages	en
Title	A smoothing algorithm for systems with multiplicative noise	en
Creator	Yannis Phillis	en
Creator	Φιλλης Ιωαννης	el
Publisher	IEEE	en
Content Summary	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	en
Type of Item	Peer-Reviewed Journal Publication	en
Type of Item	Δημοσίευση σε Περιοδικό με Κριτές	el
License	http://creativecommons.org/licenses/by/4.0/	en
Date of Item	2015-10-06	-
Date of Publication	1988	-
Subject	Greek mathematics	en
Subject	mathematics greek	en
Subject	greek mathematics	en
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	el

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