A new recursive filter for systems with multiplicative noise

DOI10.1109/18.59939zbMath0723.93073OpenAlexW2121636832MaRDI QIDQ5202134

W. P. Birkemeier, B. S. Chow

Publication date: 1990

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.59939

zbMATH Keywords

recursive filtermuliplicative noiserecursive innovation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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