Least-squares Polynomial Estimation from Observations Featuring Correlated Random Delays

The least-squares polynomial filtering and fixed-point smoothing problems of discrete-time signals from randomly delayed observations is addressed, when the Bernoulli random variables modelling the delay are correlated at consecutive sampling times. Recursive estimation algorithms are deduced withou...

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Bibliographic Details
Published in:	Methodology and computing in applied probability Vol. 12; no. 3; pp. 491 - 509
Main Authors:	Caballero-Águila, R., Hermoso-Carazo, A., Linares-Pérez, J.
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.09.2010 Springer Nature B.V
Subjects:	Algorithms Business and Management Economics Electrical Engineering Estimating techniques Life Sciences Mathematics and Statistics Polynomials Statistics Studies Filtering and smoothing algorithms Polynomial estimation 60G35 Least-squares estimation Randomly delayed observations 62M20
ISSN:	1387-5841, 1573-7713
Online Access:	Get full text
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