DocumentCode :
917268
Title :
Optimal smoothing of piecewise continuous functions (Corresp.)
Author :
Blum, Marvin
Volume :
18
Issue :
2
fYear :
1972
fDate :
3/1/1972 12:00:00 AM
Firstpage :
298
Lastpage :
300
Abstract :
Given an observation vector 
, estimate the parameter vector 
subject to the known constraint relationship 
. The covariance matrix 
of the measurement error 
and 
are known block diagonal matrices. The best linear unbiased estimate of and its covariance is obtained and compared with a sequential suboptimal estimate.
, estimate the parameter vector subject to the known constraint relationship . The covariance matrix of the measurement error and are known block diagonal matrices. The best linear unbiased estimate of and its covariance is obtained and compared with a sequential suboptimal estimate.Keywords :
Parameter estimation; Sequential estimation; Smoothing methods; Convolution; Covariance matrix; Interference; Measurement errors; Optical noise; Parameter estimation; Phase shift keying; Random variables; Smoothing methods; Vectors;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1972.1054795
Filename :
1054795
Link To Document :
