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This brief proposes an optimal filtering algorithm for linear singular systems with stochastic multiplicative noise by using the second restricted equivalent transformation (SRET) to reduce computation load, avoid curse of… Click to show full abstract
This brief proposes an optimal filtering algorithm for linear singular systems with stochastic multiplicative noise by using the second restricted equivalent transformation (SRET) to reduce computation load, avoid curse of dimensionality and improve precision. The presented filter can be guarantee optimum in the sense of linear minimum mean-square error (LMMSE) by employing the projection theorem. A performance analysis and simulation results verify the proposed algorithm.
Keywords:
filter singular;
optimal filter;
singular systems;
multiplicative disturbance;
stochastic multiplicative;
systems stochastic
Journal Title: IEEE Transactions on Circuits and Systems II: Express Briefs
Year Published: 2020
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Journal Title: IEEE Transactions on Circuits and Systems II: Express Briefs
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!