DocumentCode
844589
Title
A smoothing algorithm for systems with multiplicative noise
Author
Phillis, Yannis A.
Author_Institution
Production Syst. Dept., Tech. Univ. of Crete, Chania, Greece
Volume
33
Issue
4
fYear
1988
fDate
4/1/1988 12:00:00 AM
Firstpage
401
Lastpage
403
Abstract
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
Keywords
linear systems; parameter estimation; time-varying systems; fixed-point smoothing algorithm; linear time varying systems; multiplicative noise; state channels; steady-state behavior; Adaptive control; Additive noise; Automatic control; Control systems; Noise measurement; Polynomials; Programmable control; Smoothing methods; State-space methods; Upper bound;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.192201
Filename
192201
Link To Document