James-Stein state filtering algorithms

DOI10.1109/78.709532zbMath0978.94020OpenAlexW2166120240MaRDI QIDQ2724266

Jonathan H. Manton, H. Vincent Poor, Vikram Krishnamurthy

Publication date: 7 February 2002

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.709532

zbMATH Keywords

James-Stein estimatorKalman filterrobust filteringadaptive signal processingYule-Walker equationsJames-Stein recursive least squaresJames-Stein state filter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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