Least-Squares Linear Smoothers from Randomly Delayed Observations with Correlation in the Delay (Digital Signal Processing)
スポンサーリンク
概要
- 論文の詳細を見る
This paper discusses the least-squares linear filtering and smoothing (fixed-point and fixed-interval) problems of discrete-time signals from observations, perturbed by additive white noise, which can be randomly delayed by one sampling time. It is assumed that the Bernoulli random variables characterizing delay measurements are correlated in consecutive time instants. The marginal distribution of each of these variables, specified by the probability of a delay in the measurement, as well as their correlation function, are known. Using an innovation approach, the filtering, fixed-point and fixed-interval smoothing recursive algorithms are obtained without requiring the state-space model generating the signal; they use only the covariance functions of the signal and the noise, the delay probabilities and the correlation function of the Bernoulli variables. The algorithms are applied to a particular transmission model with stand-by sensors for the immediate replacement of a failed unit.
- 社団法人電子情報通信学会の論文
- 2006-02-01
著者
-
Linares-perez Josefa
The Department Of Statistics Granada University
-
NAKAMORI Seiichi
Faculty of Education, Kagoshima University
-
NAKAMORI Seiichi
the Faculty of Education, Kagoshima University
-
HERMOSO-CARAZO Aurora
the Department of Statistics, Granada University
-
Hermoso-carazo Aurora
Department Of Statistics Granada University
-
Nakamori S
The Faculty Of Education Kagoshima University
-
Nakamori Seiichi
The Faculty Of Education Kagoshima University
関連論文
- Recursive Estimation Algorithm Based on Covariances for Uncertainly Observed Signals Correlated with Noise
- Filtering in Generalized Signal-Dependent Noise Model Using Covariance Information
- Least-Squares Linear Smoothers from Randomly Delayed Observations with Correlation in the Delay (Digital Signal Processing)
- Fixed-Lag Smoothing Algorithm under Non-independent Uncertainty(Digital Signal Processing)
- Fixed-Point, Fixed-Interval and Fixed-Lag Smoothing Algorithms from Uncertain Observations Based on Covariances(Digital Signal Processing)
- Estimation Algorithm from Delayed Measurements with Correlation between Signal and Noise Using Covariance Information(Systems and Control)
- Fixed-Interval Smoothing from Uncertain Observations with White Plus Coloured Noises Using Covariance Information(Digital Signal Processing)
- Second-Order Polynomial Estimators from Non-independent Uncertain Observations Using Covariance Information
- Recursive Estimation Technique of Signal from Output Measurement Data in Linear Discrete-Time Systems
- Design of Filter Using Covariance Information in Continuous-Time Stochastic Systems with Nonlinear Observation Mechanism
- Design of Linear Continuous-Time Stochastic Estimators Using Covariance Information in Krein Spaces