Least-squares linear estimation of signals from observations with Markovian delays (Q645706): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q59552224, #quickstatements; #temporary_batch_1706974296281 |
Removed claims |
||
Property / author | |||
Property / author: María Jesús García-Ligero / rank | |||
Property / author | |||
Property / author: Aurora Hermoso-Carazo / rank | |||
Property / author | |||
Property / author: Josefa Linares-Pérez / rank | |||
Property / reviewed by | |||
Property / reviewed by: Pedro Alberto Morettin / rank | |||
Revision as of 11:38, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Least-squares linear estimation of signals from observations with Markovian delays |
scientific article |
Statements
Least-squares linear estimation of signals from observations with Markovian delays (English)
0 references
10 November 2011
0 references
Assuming no signal equation is available, and that the delay is modeled by a homogeneous discrete-time Markov chain to capture the dependence between delays, the authors study the least-squares linear estimation problem of a signal based on randomly delay measurements. The signal estimation is addressed assuming that the covariance functions of the process are known and the covariance function of the signals expressed in a semi-degenerated kernel form. The proposed recursive filtering and fixed-point smoothing algorithms are obtained using an innovation approach. A numerical simulation example is included.
0 references
Markovian delays
0 references
covariance information
0 references
least-squares estimation
0 references
recursive filtering
0 references
fixed-point smoothing algorithms
0 references