POLYNOMIAL ESTIMATION OF SIGNALS FROM UNCERTAIN OBSERVATIONS USING COVARIANCE INFORMATION

S. Nakamori, R. Caballero-Águila, A. Hermoso-Carazo, J. Linares-Pérez

2004

Abstract

The least-squares νth-order polynomial filtering and fixed-point smoothing problems of uncertainly observed signals are considered. The proposed estimators do not require the knowledge of the state-space model generating the signal, but only the moments (up to the 2νth one) of the signal and the observation noise, as well as the probability that the signal exists in the observations.

References

  1. Caballero, R., Hermoso, A. and Linares, J. (2003). Polynomial ltering with uncertain observations in stochastic linear systems. International Journal of Modelling and Simulation, 23:22-28.
  2. Magnus, J. R. and Neudecker, H. (1988). Matrix differential calculus with applications in Statistics and Econometrics. Wiley & Sons, New York.
  3. Nakamori, S., Caballero, R., Hermoso, A. and Linares, J. (2003a). New design of estimators using covariance information with uncertain observations in linear discrete-time systems. Applied Mathematics and Computation, 135:429-441.
  4. Nakamori, S., Caballero, R., Hermoso, A. and Linares, J. (2003b). Second-order polynomial estimators from uncertain observations using covariance information. Applied Mathematics and Computation, 143:319- 338.
  5. NaNacara, W. and Yaz, E. E. (1997). Recursive estimator for linear and nonlinear systems with uncertain observations. Signal Processing, 62:215-228.
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Paper Citation


in Harvard Style

Nakamori S., Caballero-Águila R., Hermoso-Carazo A. and Linares-Pérez J. (2004). POLYNOMIAL ESTIMATION OF SIGNALS FROM UNCERTAIN OBSERVATIONS USING COVARIANCE INFORMATION . In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 972-8865-12-0, pages 307-311. DOI: 10.5220/0001126903070311


in Bibtex Style

@conference{icinco04,
author={S. Nakamori and R. Caballero-Águila and A. Hermoso-Carazo and J. Linares-Pérez},
title={POLYNOMIAL ESTIMATION OF SIGNALS FROM UNCERTAIN OBSERVATIONS USING COVARIANCE INFORMATION},
booktitle={Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2004},
pages={307-311},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001126903070311},
isbn={972-8865-12-0},
}


in EndNote Style

TY - CONF
JO - Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - POLYNOMIAL ESTIMATION OF SIGNALS FROM UNCERTAIN OBSERVATIONS USING COVARIANCE INFORMATION
SN - 972-8865-12-0
AU - Nakamori S.
AU - Caballero-Águila R.
AU - Hermoso-Carazo A.
AU - Linares-Pérez J.
PY - 2004
SP - 307
EP - 311
DO - 10.5220/0001126903070311