Abstract
A stochastic two-dimensional Fornasini-Marchesini’s Model II (2-D FMM II) with multiplicative noise is given, and a filtering algorithm for this model, which is optimal in the sense of linear minimum-variance, is developed. The stochastic 2-D FMM II with multiplicative noise can be reduced to a 1-D model, and the proposed optimal filtering algorithm for the stochastic 2-D FMM II with multiplicative noise is obtained by using the state estimation theory of 1-D systems. An example is given to illustrate the validity of this algorithm.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
