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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Vydané v:	Methodology and computing in applied probability Ročník 12; číslo 3; s. 491 - 509
Hlavní autori:	Caballero-Águila, R., Hermoso-Carazo, A., Linares-Pérez, J.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Boston Springer US 01.09.2010 Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
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