Real-time simultaneous estimation and decomposition of random signals

DOI10.1023/A:1008280719917zbMATH Open0907.93057MaRDI QIDQ1389901FDOQ1389901

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)

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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)

Cited In (9)

• 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
• Title not available (Why is that?)
• Online algorithm for variance components estimation
• Robust Deconvolution of Deterministic and Random Signals
• Quadratic estimation of multivariate signals from randomly delayed measurements
• Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises

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