Least-squares polynomial estimation from observations featuring correlated random delays

DOI10.1007/S11009-008-9117-ZMaRDI QIDQ708791zbMATH OpenOpenAlexWikidataFDO

Authors R. Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date 14 October 2010

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-008-9117-z

zbMATH Keywords

least-squares estimationrandomly delayed observationsfiltering and smoothing algorithmspolynomial estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites work

• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• Array algorithms for H/sup ∞/ estimation
• Hidden Markov model state estimation with randomly delayed observations
• Kalman Filtering With Intermittent Observations
• Optimal control of continuous-time linear systems with a time-varying, random delay
• Optimal quadratic filtering of linear discrete-time non-Gaussian systems
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• Polynomial estimation of the amplitude of a signal
• Polynomial filtering approach to reconstruction and noise reduction of nonuniformly sampled signals.
• Polynomial fixed-point smoothing of uncertainly observed signals based on covariances
• Quadratic estimation of multivariate signals from randomly delayed measurements
• Recursive estimator for linear and nonlinear systems with uncertain observations
• Recursive estimators of signals from measurements with stochastic delays using covariance information
• Restoration of images corrupted by additive non-Gaussian noise
• Stochastic analysis and control of real-time systems with random time delays
• The problem of state estimation via asynchronous communication channels with irregular transmission times

Cited in

(6)

• A new estimation algorithm from measurements with multiple-step random delays and packet dropouts
• Least-squares th-order polynomial estimation of signals from observations affected by non-independent uncertainty
• Least-squares linear estimation of signals from observations with Markovian delays
• Smoothing problems for signal estimation with correlated signal and noise using randomly delayed observations
• Quadratic estimation of multivariate signals from randomly delayed measurements
• scientific article; zbMATH DE number 7218986 (Why is no real title available?)

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