Title :
On the estimation of signals transmitted in multichannel from Chandrasekhar recursions
Author :
Nakamori, S. ; Hermoso-Carazo, A. ; Jiménez-López, J.D. ; Linares-Pérez, J.
Author_Institution :
Dept. of Technol., Kagoshima Univ., Japan
Abstract :
In this paper, we propose a fast Chandrasekhar-type algorithm to solve the least mean-squared error linear filtering problem of a wide-sense stationary signal, transmitted through different channels, considering uncertainty in the observations. We assume that the state-space model of the signal is not available and the algorithm is derived by using covariance information. The computational advantages of the proposed algorithm are illustrated in a numerical example.
Keywords :
channel estimation; covariance analysis; filtering theory; least mean squares methods; recursive estimation; signal processing; Chandrasekhar-type algorithm; covariance information; least mean-squared errors; linear filtering; multichannel signal transmission; signal estimation; wide-sense stationary signal; Computer errors; Difference equations; Educational technology; Filtering algorithms; Maximum likelihood detection; Random variables; Recursive estimation; Riccati equations; Signal processing; Signal processing algorithms;
Conference_Titel :
Image and Signal Processing and Analysis, 2003. ISPA 2003. Proceedings of the 3rd International Symposium on
Print_ISBN :
953-184-061-X
DOI :
10.1109/ISPA.2003.1296388
