James-stein state filtering algorithms

IEEE Transactions on Signal Processing

Volumn 46, Issue 9, 1998, Pages 2431-2447

  Manton, Jonathan H ^a   Krishnamurthy, Vikram ^a   Vincent Poor, H ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

James stein estimation; Kaiman filter; Maximum likelihood estimation; Minimax estimation; Recursive least squares; Robust filtering; Yule walker equations

Indexed keywords

ALGORITHMS; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; STATE SPACE METHODS;

JAMES-STEIN ESTIMATION; YULE-WALKER EQUATIONS;

KALMAN FILTERING;

EID: 0032165961     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.709532     Document Type: Article

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