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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.
| Original language | English |
|---|---|
| Pages (from-to) | 2437-2444 |
| Number of pages | 7 |
| Journal | IEEE Transactions on Signal Processing |
| Volume | 57 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - Jul 2009 |
Keywords
- estimation
- filtering
- minimum-variance
- nonlinear
- optimal estimation
- optimization
- quadratic cost
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Dive into the research topics of 'Non-linear minimum variance estimation for discrete-time multi-channel systems'. Together they form a unique fingerprint.Projects
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Impacts
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Practical Nonlinear Controllers for Industrial Applications
Michael Grimble (Participant) & M Katebi (Participant)
Impact: Impact - for External Portal › Economic and commerce, Professional practice, training and standards, Environment and sustainability - natural world and built environment