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

DOI10.1016/J.SIGPRO.2006.09.002MaRDI QIDQ970764zbMATH OpenOpenAlexDBLPWikidataFDO

Authors 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 distributioncovariance informationleast-squares estimationsignal-noise correlationuncertain observations

Mathematics Subject Classification ID

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

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