Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter

DOI10.1007/BF01204684zbMATH Open0982.94500MaRDI QIDQ1908850FDOQ1908850

Authors: You-Li Chen, Bor-Sen Chen 

Publication date: 7 March 1996

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

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zbMATH Keywords

multirate Kalman reconstruction filtersmultirate space state modeling

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

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• Introduction to Digital Speech Processing
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• Kalman filtering with real-time applications
• Digital interpolation of stochastic signals

Cited In (4)

• Asynchronous distributed state estimation for continuous-time stochastic processes
• Maximum likelihood identification of dual-rate Hammerstein output-error moving average system
• Asynchronous distributed state estimation based on a continuous‐time stochastic model
• Optimal asynchronous estimation of 2D Gaussian–Markov processes

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