DocumentCode
2223347
Title
Optimal estimation of a random signal from partially missed data
Author
Torokhti, Anatoli ; Howlett, Phil ; Pearce, Charles
Author_Institution
Sch. of Math. & Stat., Univ. of South Australia, Adelaide, SA, Australia
fYear
2006
fDate
4-8 Sept. 2006
Firstpage
1
Lastpage
5
Abstract
We provide a new technique for random signal estimation under the constraints that the data is corrupted by random noise and moreover, some data may be missed. We utilize nonlinear filters defined by multi-linear operators of degree r, the choice of which allows a trade-off between the accuracy of the optimal filter and the complexity of the corresponding calculations. A rigorous error analysis is presented.
Keywords
error analysis; nonlinear estimation; nonlinear filters; random noise; signal processing; degree r; error analysis; multilinear operators; nonlinear filters; optimal estimation; optimal filter; partially missed data; random noise; random signal estimation; Abstracts; Lakes;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference, 2006 14th European
Conference_Location
Florence
ISSN
2219-5491
Type
conf
Filename
7071555
Link To Document