Quadratic estimation of multivariate signals from randomly delayed measurements

DOI10.1007/s11045-005-4127-2zbMath1084.94001OpenAlexW2068009946WikidataQ59552563 ScholiaQ59552563MaRDI QIDQ816086

Josefa Linares-Pérez, Aurora Hermoso-Carazo, Seiichi Nakamori

Publication date: 20 February 2006

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11045-005-4127-2

zbMATH Keywords

least-squaresdelayed measurementmultivariate signal estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Time series analysis of dynamical systems (37M10)

Related Items (8)

Extended and unscented filtering algorithms using one-step randomly delayed observations ⋮ Least-squares linear estimation of signals from observations with Markovian delays ⋮ Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems ⋮ Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems ⋮ Least-squares polynomial estimation from observations featuring correlated random delays ⋮ Recursive estimation of discrete-time signals from nonlinear randomly delayed observations ⋮ A new estimation algorithm from measurements with multiple-step random delays and packet dropouts ⋮ Linear estimation based on covariances for networked systems featuring sensor correlated random delays

Cites Work

• Recursive estimator for linear and nonlinear systems with uncertain observations
• Partial differential equations and finite-difference methods in image processing. I: Image representation
• Real-time simultaneous estimation and decomposition of random signals
• Second-order polynomial estimators from uncertain observations using covariance information
• Recursive estimators of signals from measurements with stochastic delays using covariance information
• Linear unbiased state estimation under randomly varying bounded sensor delay
• Restoration of images corrupted by additive non-Gaussian noise
• Fixed-point smoothing with non-independent uncertainty using covariance information
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems

This page was built for publication: Quadratic estimation of multivariate signals from randomly delayed measurements