DocumentCode
925000
Title
Optimal linear estimation with uncertain observations (Corresp.)
Author
Jackson, R.N. ; Murthy, D.N.P.
Volume
22
Issue
3
fYear
1976
fDate
5/1/1976 12:00:00 AM
Firstpage
376
Lastpage
378
Abstract
Nahi [2] considered the optimal linear estimation with uncertain observations. In his model, the binary random variables characterizing uncertainty of signals in the observation were statistically independent. This correspondence considers the same model but with the binary random variables correlated.
Keywords
Signal estimation; Additive noise; Covariance matrix; Gaussian noise; Integral equations; Kalman filters; Random variables; Recursive estimation; Sampling methods; Uncertainty; Yield estimation;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1976.1055540
Filename
1055540
Link To Document