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

Table 3

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

	𝑝2=0.1	𝑝2=0.5	𝑝2=1
𝑝1=0.1	0.0948355	0.0696956	0.0273215
𝑝1=0.5	0.0616283	0.049987	0.0333839
𝑝1=1	0.013194	0.0197576	0.0154067