Title :
Least mean-squared error polynomial estimation in systems with uncertain observations
Author :
Caballero-Aguila, R. ; Hermoso-Carazo, A. ; Linares-Perez, J.
Author_Institution :
Dept. Estadistica e I.O., Univ. de Jaen
Abstract :
We consider a kind of discrete-time linear systems with uncertain observations, in which the additive noise of the state and observation equations are correlated with each other. By using the orthogonal projection theorem, a recursive algorithm to obtain the least mean-squared error polynomial estimator for the state of these systems is proposed
Keywords :
discrete time systems; least mean squares methods; linear systems; noise; observers; parameter estimation; polynomials; recursive estimation; signal processing; additive noise; discrete-time linear systems; least mean-squared error polynomial estimation; observation equations; orthogonal projection theorem; recursive algorithm; state estimation; Additive noise; Communication systems; Equations; Estimation error; Estimation theory; Kalman filters; Linear systems; Polynomials; State estimation; Vectors;
Conference_Titel :
Information Theory, 2000. Proceedings. IEEE International Symposium on
Conference_Location :
Sorrento
Print_ISBN :
0-7803-5857-0
DOI :
10.1109/ISIT.2000.866400
