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Authors: S. Nakamori 1 ; A. Hermoso-Carazo 2 ; J. Linares-Pérez 2 and M. I. Sánchez-Rodríguez 2

Affiliations: 1 Faculty of Education, Japan ; 2 Universidad de Granada, Japan

Keyword(s): Signal estimation, randomly delayed observations, coloured noise, covariance information.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Signal Processing, Sensors, Systems Modeling and Control ; Signal Reconstruction ; Time Series and System Modeling

Abstract: A recursive algorithm for the least-squares linear one-stage prediction and filtering problems of discrete-time signals using randomly delayed measurements perturbed by additive white plus coloured noises are presented. It is assumed that the autocovariance function of the signal and the coloured noise are expressed in a semidegenerate kernel form and the delay is modelled by a sequence of independent Bernoulli random variables, which indicate if the measurements arrive in time or are delayed by one sampling time. The estimators are obtained by an innovation approach and do not use the state-space model of the signal, but only the covariance information about the signal and the observation noises and the delay probabilities.

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Paper citation in several formats:
Nakamori, S.; Hermoso-Carazo, A.; Linares-Pérez, J. and Sánchez-Rodríguez, M. (2004). ESTIMATION ALGORITHM FROM RANDOMLY DELAYED OBSERVATIONS WITH WHITE PLUS COLOURED NOISES. In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 972-8865-12-0; ISSN 2184-2809, pages 19-23. DOI: 10.5220/0001127000190023

@conference{icinco04,
author={S. Nakamori. and A. Hermoso{-}Carazo. and J. Linares{-}Pérez. and M. I. Sánchez{-}Rodríguez.},
title={ESTIMATION ALGORITHM FROM RANDOMLY DELAYED OBSERVATIONS WITH WHITE PLUS COLOURED NOISES},
booktitle={Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2004},
pages={19-23},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001127000190023},
isbn={972-8865-12-0},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - ESTIMATION ALGORITHM FROM RANDOMLY DELAYED OBSERVATIONS WITH WHITE PLUS COLOURED NOISES
SN - 972-8865-12-0
IS - 2184-2809
AU - Nakamori, S.
AU - Hermoso-Carazo, A.
AU - Linares-Pérez, J.
AU - Sánchez-Rodríguez, M.
PY - 2004
SP - 19
EP - 23
DO - 10.5220/0001127000190023