Detection and estimation of a Bernoulli-Gauss process for linear discrete-time systems

DOI10.1080/00207728608926837zbMath0585.93057OpenAlexW2108159056MaRDI QIDQ3712211

M. Tanaka, Tohru Katayama

Publication date: 1986

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728608926837

zbMATH Keywords

algorithmsKalman filterslinear discrete- time systemsBernoulli-Gauss processestimation of impulsive noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (1)

An efficient approach to the detection of Bernoulli-Gaussian processes

Cites Work

• Recursive decision directed estimation of reflection coefficients for seismic data deconvolution
• Stochastic processes and filtering theory
• Maximum likelihood detection and estimation of Bernoulli - Gaussian processes
• White-noise estimators for seismic data processing in oil exploration
• Sequential state estimation with interrupted observation

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