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

摘要

A new algorithm is derived for estimating the state of discrete systems with uncertain observations in which the state and measurement noises are correlated on a finite time interval. At the moment, the estimation problem of signals in systems with uncertain observations is seen as important research topic in the area of the detection and estimation of problems for communication systems. In this paper we propose an application in the economic field, specifically, we assume that declared incomes obtained through inquiry can be corrected using the new estimation algorithm presented in this paper.