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

DOI10.1016/J.SIGPRO.2004.06.017zbMATH Open1148.94356OpenAlexW1970729480MaRDI QIDQ956044FDOQ956044

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

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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)

Cited In (6)

• Title not available (Why is that?)
• A noise estimation method for corrupted correlated data
• On the derivation of a suboptimal filter for signal estimation
• Title not available (Why is that?)
• Estimation of powers of uncorrelated sources in linear arrays
• Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises

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