A solution to the linear estimation problem with correlated signal and noise

DOI10.1016/J.SIGPRO.2004.06.017MaRDI QIDQ956044zbMATHOpenAlexFDO

Authors R. M. Fernández-Alcalá, Jesus Navarro-Moreno, J. C. Ruiz-Molina

Publication date 25 November 2008

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2004.06.017

zbMATH Keywords

correlated signal and noiselinear least-squares estimation problemapproximate Karhunen-Loève expansion

Mathematics Subject Classification ID

Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Channel models (including quantum) in information and communication theory (94A40)

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