Grimble, M.J. and Naz, S.A. (2009) Non-linear minimum variance estimation for discrete-time multi-channel systems. IEEE Transactions on Signal Processing, 57 (7). pp. 2437-2444. ISSN 1053-587X
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Abstract
A nonlinear operator approach to estimation in discrete-time systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model may also include a communications channel involving either static or dynamic nonlinearities. The signal channel is represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement.
| Item type: | Article |
|---|---|
| ID code: | 12801 |
| Keywords: | estimation, filtering, minimum-variance, nonlinear, optimal estimation, optimization, quadratic cost, Electrical engineering. Electronics Nuclear engineering, Physics |
| Subjects: | Technology > Electrical engineering. Electronics Nuclear engineering Science > Physics |
| Department: | Faculty of Engineering > Electronic and Electrical Engineering |
| Related URLs: | |
| Depositing user: | Strathprints Administrator |
| Date Deposited: | 30 Jun 2010 13:51 |
| Last modified: | 25 May 2013 05:43 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/12801 |
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