Recursive estimators of signals from measurements with stochastic delays using covariance information

Applied Mathematics and Computation

Volumn 162, Issue 1, 2005, Pages 65-79

  Nakamori, S ^a   Caballero Aguila R ^b   Hermoso Carazo, A ^c   Linares Perez J ^c  

^a KAGOSHIMA UNIVERSITY   (Japan)

^b UNIVERSITY OF JAÉN   (Spain)

^c UNIVERSITY OF GRANADA   (Spain)

Author keywords

Covariance information; Innovation process; Least squares estimation; Randomly delayed observations; Stochastic systems

Indexed keywords

ALGORITHMS; INFORMATION ANALYSIS; LEAST SQUARES APPROXIMATIONS; RANDOM PROCESSES; SAMPLING; SIGNAL PROCESSING;

COVARIANCE INFORMATION; INNOVATION PROCESS; LEAST-SQUARES ESTIMATION; RANDOMLY DELAYED OBSERVATIONS; STOCHASTIC SYSTEMS;

RECURSIVE FUNCTIONS;

EID: 10444280043     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2003.12.066     Document Type: Article

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