Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations

DOI10.1016/J.SIGPRO.2006.09.002zbMath1186.94254DBLPjournals/sigpro/NakamoriCHJL07OpenAlexW2000163572WikidataQ59552477 ScholiaQ59552477MaRDI QIDQ970764

B. E. Eshmatov

Publication date: 19 May 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2006.09.002

zbMATH Keywords

conditional distributionleast-squares estimationcovariance informationuncertain observationssignal-noise correlation

Mathematics Subject Classification ID

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

Related Items (2)

Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations ⋮ Least-squares linear filtering using observations coming from multiple sensors with one- or two-step random delay

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