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Non-linear minimum variance estimation for discrete-time multi-channel systems

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.