Departamento de Métodos Cuantitativos para la Economía y la Empresa, Facultad de Ciencias Económicas y Empresariales, Universidad de Granada, Campus Universitario de Cartuja, s/n, 18011 Granada, Spain
Copyright © 2010 C. Sánchez-González and T. M. García-Muñoz. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper describes a design for a least mean square error estimator in discrete time systems where the components of the state vector, in measurement equation, are corrupted by different multiplicative noises in addition to observation noise. We show how known results can be considered a particular case of the algorithm stated in this paper.