Linear estimation for discrete systems with uncertain observations: an application to the correction of declared incomes in inquiry

González, Cristina; Muñoz, Teresa María García

doi:10.1016/j.amc.2003.07.029

Cited by 2 publications

(2 citation statements)

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“…This type of systems is often called systems with uncertain observations. As it had previously happened with the initial paper by Kalman, Nahi results have been extended in [1] & [9] by imposing less restrictive hypothesis on the noise structure.…”

Section: Introductionmentioning

confidence: 83%

“…More specifically Sánchez González & García Muñoz [9] have shown its relevance in some economic problems related to correct the declared incomes in inquiry. Our empirical work revealed that in many practical situations data used to model real world phenomena through dynamic systems included some observations for which part of the signal to estimate was included but other was not.…”

Section: Introductionmentioning

confidence: 99%

See 1 more Smart Citation

Linear estimation of discrete dynamic systems with incomplete signals

González¹,

Muñoz²

2006

imf

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In this paper we focus our attention on the estimation of dynamic discrete systems in which the observed signal is not always related to all components in the state vector, but on the contrary, it can be considered incomplete, since we do not know if a particular observed signal contains information regarding all components or not. We develop a very simple framework to deal with these situations by introducing Bernoulli random variables in the observation equation. The algorithm derived can be considered as an extension of Nahi [8] algorithm for uncertain observations. Mathematics Subject Classification: 62M20, 60G35

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Section: Introductionmentioning

confidence: 83%

Section: Introductionmentioning

confidence: 99%