Least-squares \(\nu\) th-order polynomial estimation of signals from observations affected by non-independent uncertainty

DOI10.1016/j.amc.2005.10.009zbMath1095.65009WikidataQ59552524 ScholiaQ59552524MaRDI QIDQ2495996

Raquel Caballero-Águila, Josefa Linares-Pérez, José Domingo Jiménez-López, Aurora Hermoso-Carazo, Seiichi Nakamori

Publication date: 30 June 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.10.009

zbMATH Keywords

polynomial estimation; conditional probability; least-squares estimation; uncertain observation; polynomial filter; covariance information

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F10: Point estimation

62M05: Markov processes: estimation; hidden Markov models

Related Items

Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices, Different approaches for state filtering in nonlinear systems with uncertain observations

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