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Minimum-Covariance Estimates of Signal Parameters

โœ Scribed by V. I. Turchin

Book ID
110420040
Publisher
Springer US
Year
2002
Tongue
English
Weight
99 KB
Volume
45
Category
Article
ISSN
0033-8443

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Estimations of signal and parameters usi
Estimations of signal and parameters using covariance information in linear continuous systems
โœ Seiichi Nakamori ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 850 KB

The estimation problem of a signal is considered for the white Gaussian observation noise in linear continuous systems. At first, the recursive fixed-point smoother and filter are designed using the covariance information. The observation equation is given by y(t) = z(t) + v(t), z(t) = H(t)z(t), whe