Title :
Oblique state-space estimation algorithms
Author :
Sayed, Ali H. ; Kailath, Thomas
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Abstract :
We pose and solve oblique estimation problems with and without state-space structure. In particular, we derive an oblique Kalman filter and indicate connections with instrumental-variable (IV) methods and higher-order spectra (HOS) analysis
Keywords :
Kalman filters; filtering theory; spectral analysis; state estimation; state-space methods; high-order spectra analysis; instrumental-variable methods; oblique Kalman filter; oblique state-space estimation algorithms; Array signal processing; Contracts; Estimation error; Instruments; Interference; Military computing; Signal analysis; Signal processing algorithms; Space stations; State estimation;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.531232
