2010
DOI: 10.2514/1.48736
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Reduced-Order Filter Design for Discrete-Time Systems Corrupted with Multiplicative Noise

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Cited by 4 publications
(1 citation statement)
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“…Another novelty of the paper is that the dynamic model which states are estimated, includes both additive white noise components, well-known in the classical Kalman filtering and multiplicative (state-dependent) noisy terms induced by the inertial sensors measurements. Linear reduced order filters for discrete-time models including multiplicative noise have been developed based on H ∞ -norm minimization techniques in [8]. The present paper is organized as follows: in the next section the kinematic equations of the satellite are presented together with the measurements model showing that their linear approximation is in fact a stochastic system corrupted both with additive and state-dependent (multiplicative) noise.…”
Section: Introductionmentioning
confidence: 99%
“…Another novelty of the paper is that the dynamic model which states are estimated, includes both additive white noise components, well-known in the classical Kalman filtering and multiplicative (state-dependent) noisy terms induced by the inertial sensors measurements. Linear reduced order filters for discrete-time models including multiplicative noise have been developed based on H ∞ -norm minimization techniques in [8]. The present paper is organized as follows: in the next section the kinematic equations of the satellite are presented together with the measurements model showing that their linear approximation is in fact a stochastic system corrupted both with additive and state-dependent (multiplicative) noise.…”
Section: Introductionmentioning
confidence: 99%