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Authors: José Domingo Jiménez-López ; Rosa María Fernández-Alcalá ; Jesús Navarro-Moreno and Juan Carlos Ruiz-Molina

Affiliation: Department of Statistics and Operations Research, University of Jaén, Paraje Las Lagunillas s/n, 23071 Jaén, Spain

Keyword(s): Multisensor Systems, Optimal Prediction, Tessarine Signal Processing, Tk -Properness Conditions, Uncertain Observations.

Abstract: In this paper, the optimal one-stage prediction problem of tessarine signals from multi-sensor uncertain observations is approached. At each instant of time, there exists a non-null probability that the observation tessarine component coming from each sensor, contains the corresponding signal component, or only noise. To model the uncertainty, multiplicative noises modeled by Bernoulli random variables are included in the observation equations. Under correlation hypotheses between the signal and observation additive noises, a recursive algorithm to calculate the optimal least-squares linear predictor of the signal and its mean-squared error is proposed, derived by using an innovation approach. The theoretical results are illustrated by means of a numerical simulation example, in which the performance of the proposed estimator is evaluated under different uncertainty probabilities.

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Paper citation in several formats:
Jiménez-López, J.; Fernández-Alcalá, R.; Navarro-Moreno, J. and Ruiz-Molina, J. (2022). Optimal Prediction of Tessarine Signals from Multi-sensor Uncertain Observations under Tk-Properness Conditions. In Proceedings of the 19th International Conference on Informatics in Control, Automation and Robotics - ICINCO; ISBN 978-989-758-585-2; ISSN 2184-2809, SciTePress, pages 577-584. DOI: 10.5220/0011124200003271

@conference{icinco22,
author={José Domingo Jiménez{-}López. and Rosa María Fernández{-}Alcalá. and Jesús Navarro{-}Moreno. and Juan Carlos Ruiz{-}Molina.},
title={Optimal Prediction of Tessarine Signals from Multi-sensor Uncertain Observations under Tk-Properness Conditions},
booktitle={Proceedings of the 19th International Conference on Informatics in Control, Automation and Robotics - ICINCO},
year={2022},
pages={577-584},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0011124200003271},
isbn={978-989-758-585-2},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the 19th International Conference on Informatics in Control, Automation and Robotics - ICINCO
TI - Optimal Prediction of Tessarine Signals from Multi-sensor Uncertain Observations under Tk-Properness Conditions
SN - 978-989-758-585-2
IS - 2184-2809
AU - Jiménez-López, J.
AU - Fernández-Alcalá, R.
AU - Navarro-Moreno, J.
AU - Ruiz-Molina, J.
PY - 2022
SP - 577
EP - 584
DO - 10.5220/0011124200003271
PB - SciTePress