Real-time simultaneous estimation and decomposition of random signals

DOI10.1023/A:1008280719917MaRDI QIDQ1389901zbMATH OpenFDO

Authors Lang Hong, Charles K. Chui, Guanrong Chen

Publication date 4 March 1999

Published in Multidimensional Systems and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

Kalman filteringdiscrete wavelet transformfilter bankmultiresolutional decomposition of random signalsoptimal estimation of random signalsreal-time on-line signal processing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

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Cited in

(9)

• Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises
• Comparing Multivariate Complex Random Signals: Algorithm, Performance Analysis and Application
• On Demodulation, Ridge Detection, and Synchrosqueezing for Multicomponent Signals
• Signal estimation over short data records: A data-dependent time- invariant algorithm
• An array of processors for the real-time estimation of fourth- and lower- order moments
• scientific article; zbMATH DE number 3902542 (Why is no real title available?)
• Online algorithm for variance components estimation
• Robust Deconvolution of Deterministic and Random Signals
• Quadratic estimation of multivariate signals from randomly delayed measurements

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