An Optimal Filter for Singular Systems With Stochastic Multiplicative Disturbance
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DOI: 10.1109/tcsii.2020.3001596
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… read more here.
Keywords: filter singular; optimal filter; singular systems; multiplicative disturbance ... See more keywords