Title :
Using nonlinear filtering for matching random process
Author_Institution :
State Res. Center of Russia - Central Sci. & Res. Inst., St. Petersburg, Russia
Abstract :
The problem of matching noise samples of random processes is studied in the context of nonlinear filtering theory. The relation between the optimal matching algorithm and the similar algorithm derived in the case when one of the samples is exactly known is discussed. The Cramer-Rao inequality is used to analyze the matching accuracy. The reasons of matching accuracy degradation in comparison with the matching problem when one of the samples is known are investigated.
Keywords :
delays; filtering theory; nonlinear filters; pattern matching; random processes; signal sampling; Cramer-Rao inequality; noise sample matching; nonlinear filtering theory; optimal matching algorithm; random process; time delay; Accuracy; Correlation; Covariance matrices; Delay effects; Estimation; Random processes; Cramer-Rao bound; nonlinear filtering; optimal estimation; process matching; time delay;
Conference_Titel :
Control Conference (ECC), 2001 European
Conference_Location :
Porto
Print_ISBN :
978-3-9524173-6-2
