Title :
Noise power gain as a measure of errors in discrete-time transversal estimators
Author :
Shmaliy, Yuriy S. ; Oscar, Ibarra-Manzano
Author_Institution :
Dept. of Electron., Guanajuato Univ., Salamanca, Mexico
Abstract :
The noise power gain (NPG) is addressed and the error bound (EB) is specified via NPG for a general p-shift linear time variant finite impulse response (FIR) transversal estimator in tended for filtering (p = 0), prediction (p >; 0), and smoothing (p <; 0) of discrete-time K-state space signal models with M states measured. A fast iterative algorithm for NPG of the unbiased FIR estimator is provided along. An example is given for the two-state space model.
Keywords :
FIR filters; iterative methods; EB; FIR transversal estimator; NPG; discrete-time Tf-state space signal models; discrete-time transversal estimator; error bound; finite impulse response transversal estimator; iterative algorithm; noise power gain; Covariance matrix; Finite impulse response filter; Mathematical model; Measurement uncertainty; Noise; Noise measurement; TV; Noise power gain; error bound; unbiased FIR estimator;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE International Conference on
Conference_Location :
Prague
Print_ISBN :
978-1-4577-0538-0
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2011.5947269
