Signal Estimation from Observations Affected by Random Delays and White plus Coloured Noises

DOI10.1002/ANAC.200410012MaRDI QIDQ3159477zbMATHOpenAlexFDO

Authors Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez, María Isabel Sánchez-Rodríguez

Publication date 16 February 2005

Published in Applied Numerical Analysis & Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/anac.200410012

zbMATH Keywords

covariance informationfixed-interval smoothingdelayed observationsFixed-point smoothing

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• Hidden Markov model state estimation with randomly delayed observations

Cited in

(7)

• scientific article; zbMATH DE number 1522493 (Why is no real title available?)
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• Smoothing problems for signal estimation with correlated signal and noise using randomly delayed observations
• Parameter estimation of autoregressive signals from observations corrupted with colored noise
• Least-squares polynomial estimation from observations featuring correlated random delays
• A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise
• Information fusion white noise deconvolution estimators for time-varying systems

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