• DocumentCode
    917268
  • Title

    Optimal smoothing of piecewise continuous functions (Corresp.)

  • Author

    Blum, Marvin

  • Volume
    18
  • Issue
    2
  • fYear
    1972
  • fDate
    3/1/1972 12:00:00 AM
  • Firstpage
    298
  • Lastpage
    300
  • Abstract
    Given an observation vector y = Ax + \\nu , estimate the parameter vector x subject to the known constraint relationship Kx = 0 . The covariance matrix R of the measurement error \\nu and A are known block diagonal matrices. The best linear unbiased estimate of x and its covariance is obtained and compared with a sequential suboptimal estimate.
  • Keywords
    Parameter estimation; Sequential estimation; Smoothing methods; Convolution; Covariance matrix; Interference; Measurement errors; Optical noise; Parameter estimation; Phase shift keying; Random variables; Smoothing methods; Vectors;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1972.1054795
  • Filename
    1054795
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=917268