Recursive Linear Estimation for Discrete-Time Systems in the Presence of Different Multiplicative Observation Noises

Table 1

MSV of filtering errors 𝑥₁(𝑘)−𝑥₁(𝑘/𝑘),𝑘=1,2,…,200.

	𝜎22=0.1	𝜎22=0.5	𝜎22=1
𝜎11=0.1	0.0171184	0.0194455	0.020916
𝜎11=0.5	0.022236	0.0211678	0.022704
𝜎11=1	0.0232388	0.023623	0.0237136