Least-squares linear estimation of signals from observations with Markovian delays

DOI10.1016/j.cam.2011.06.021zbMath1231.65018OpenAlexW2093776987WikidataQ59552224 ScholiaQ59552224MaRDI QIDQ645706

Aurora Hermoso-Carazo, María Jesús García-Ligero, Josefa Linares-Pérez

Publication date: 10 November 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.06.021

zbMATH Keywords

recursive filteringleast-squares estimationcovariance informationfixed-point smoothing algorithmsMarkovian delays

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical analysis or methods applied to Markov chains (65C40) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Recursive filtering for discrete-time linear systems with fading measurement and time-correlated channel noise, Distributed and centralized fusion estimation from multiple sensors with Markovian delays

Cites Work

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