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

DOI10.1016/J.AMC.2005.10.009zbMath1095.65009DBLPjournals/amc/NakamoriCHJL06OpenAlexW2131893913WikidataQ59552524 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 estimationconditional probabilityleast-squares estimationuncertain observationpolynomial filtercovariance information

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

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

Cites Work

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• Recursive estimator for linear and nonlinear systems with uncertain observations
• Second-order polynomial estimators from uncertain observations using covariance information
• Polynomial filtering approach to reconstruction and noise reduction of nonuniformly sampled signals.
• New design of estimators using covariance information with uncertain observations in linear discrete-time systems
• Linear recursive state estimators under uncertain observations
• Restoration of images corrupted by additive non-Gaussian noise
• Fixed-point smoothing with non-independent uncertainty using covariance information
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• Optimal quadratic filtering of linear discrete-time non-Gaussian systems

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