Two multiplicative noise models are considered.
Both multiplicative noise and additive noise are considered.
In presence of multiplicative noise, the signal eigenvalues spectrum changes.
Theoretically, multiplicative noise is considered as the ratio of the standard deviation to the signal value.
The appearance of multiplicative noise, termed speckle in the radar jargon, makes this problem very atypical.
K. Miyazaki and D. R. Reichman, Mode-coupling theory and the fluctuation-dissipation theorem for nonlinear Langevin equations with multiplicative noise.
The considered system is bilinear in control and with multiplicative noise in the state and in the measurement equations.
Ultrasound images are corrupted by a multiplicative noise – the speckle – which makes hard high level image analysis.
The multiplicative noise model includes a popular class of models (Cox-Ingersoll-Ross type models) in econometrics.
In this paper, the robust fault detection problem for a kind of linear systems with multiplicative noise is studied.
This paper studies robust H2/H∞ control problem for systems subjected to multiplicative noise and Markovian parameter jumps.
