Optimal Prediction of Tessarine Signals from Multi-sensor Uncertain Observations under Tk-Properness Conditions

José Jiménez-López, Rosa Fernández-Alcalá, Jesús Navarro-Moreno, Juan Ruiz-Molina

2022

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.

Paper Citation

in Harvard Style

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 - Volume 1: ICINCO, ISBN 978-989-758-585-2, pages 577-584. DOI: 10.5220/0011124200003271

in Bibtex Style

@conference{icinco22,
author={José Jiménez-López and Rosa Fernández-Alcalá and Jesús Navarro-Moreno and Juan 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 - Volume 1: ICINCO,},
year={2022},
pages={577-584},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0011124200003271},
isbn={978-989-758-585-2},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 19th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Optimal Prediction of Tessarine Signals from Multi-sensor Uncertain Observations under Tk-Properness Conditions
SN - 978-989-758-585-2
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