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

Table 2

MSV of filtering errors 𝑥₂(𝑘)−𝑥₂(𝑘/𝑘),𝑘=1,2,…,200.

	𝜎22=0.1	𝜎22=0.5	𝜎22=1
𝜎11=0.1	0.0556318	0.0656372	0.0671069
𝜎11=0.5	0.0698304	0.0703345	0.0690113
𝜎11=1	0.0739651	0.075727	0.0730605