Minimum variance estimation of parameters constrained by bounds

IEEE Transactions on Signal Processing

Volumn 49, Issue 1, 2001, Pages 246-248

  Monin, André ^a   Salut, Gérard ^a  

^a LAAS CNRS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; PARAMETER ESTIMATION; THEOREM PROVING;

MINIMUM VARIANCE ESTIMATION;

DIGITAL SIGNAL PROCESSING;

EID: 0035128201     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.890368     Document Type: Article

References (4)

1. D. Massicotte, R. Z. Morawski, and A. Barwicz, "Incorporation of a positivity constraint into a Kalman-filter-based algorithm for correction of spectrometric data," IEEE Trans. Instrum. Meas., vol. 44, pp. 2-7, Jan. 1995.
2. J. K. Tugnait, "Constrained signal restoration via iterated extended Kaiman filtering," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP33, Feb. 1985.
3. A. H. Jazwinski, Stochastic Processes and Filtering Theory. New York: Academic, 1970.
4. A. Monin and G. Salut, "Traitement du signal LORAN-C par estimation nonlinéaire - Validation sur données àquai,", Intern. Rep. LAAS/CNRS 97313, 1997.