Improved parameter estimation for first-order Markov process

DOI10.1155/2009/186250MaRDI QIDQ983402zbMATH OpenOpenAlexWikidataFDO

Authors Deepak Batra, Amit Kumar Kohli, Sanjay Kumar Sharma

Publication date 22 July 2010

Published in Research Letters in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2009/186250

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10)

Review text

Summary: This correspondence presents a linear transformation, which is used to estimate correlation coefficient of first-order Markov process. It outperforms zero-forcing (ZF), minimum mean-squared error (MMSE), and whitened least-squares (WTLSs) estimators by controlling output noise variance at the cost of increased computational complexity.

Recommendations

• A new linear MMSE estimator based on the diversity property of signal correlation
• scientific article; zbMATH DE number 3970654
• Estimation of parameters of moving average processes
• Estimation of linear correlation coefficient of two correlated spatial processes
• scientific article; zbMATH DE number 3969945

Cites work

• scientific article; zbMATH DE number 1232106 (Why is no real title available?)
• MMSE whitening and subspace whitening
• Noise-predictive decision-feedback detection for multiple-input multiple-output channels

Cited in

(1)

• A new linear MMSE estimator based on the diversity property of signal correlation

This page was built for publication: Improved parameter estimation for first-order Markov process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q983402)