Least-squares linear estimation of signals from observations with Markovian delays

DOI10.1016/j.cam.2011.06.021zbMath1231.65018WikidataQ59552224 ScholiaQ59552224MaRDI QIDQ645706

Aurora Hermoso-Carazo, María Jesús García-Ligero, Josefa Linares-Pérez

Publication date: 10 November 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.06.021

zbMATH Keywords

recursive filtering; least-squares estimation; covariance information; fixed-point smoothing algorithms; Markovian delays

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62J05: Linear regression; mixed models

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

65C40: Numerical analysis or methods applied to Markov chains

62J10: Analysis of variance and covariance (ANOVA)

Related Items

Recursive filtering for discrete-time linear systems with fading measurement and time-correlated channel noise, Distributed and centralized fusion estimation from multiple sensors with Markovian delays

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