NMV estimation for state-dependent discrete-time systems

Grimble, M.J. EPSRC and EDF Energy, Barnwood, Gloucester (Funder) , ed. (2010) NMV estimation for state-dependent discrete-time systems. In: ACC2011, 1900-01-01. (Unpublished)

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A state-dependent model and nonlinear operator based approach to estimation is introduced for discrete-time multi-channel systems including transport delay elements. The problem involves a signal entering a communications channel with nonlinearities. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The communications channel may include either static or dynamic nonlinearities represented by a general nonlinear operator and/or a state-dependent model form. The theoretical solution does not involve empirical assumptions or linearization approximations. The resulting algorithm is simple to derive and to implement.