钱德拉塞卡递归多信道传输信号的估计

3rd International Symposium on Image and Signal Processing and Analysis, 2003. ISPA 2003. Proceedings of the Pub Date : 2003-09-18 DOI:10.1109/ISPA.2003.1296388

S. Nakamori, A. Hermoso-Carazo, J. Jiménez-López, J. Linares-Pérez

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引用次数: 1

摘要

在本文中，我们提出了一种快速的chandrasekhar型算法来解决通过不同信道传输的广义平稳信号的最小均方误差线性滤波问题，同时考虑了观测值的不确定性。假设信号的状态空间模型不可用，利用协方差信息推导算法。通过一个算例说明了该算法的计算优势。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the estimation of signals transmitted in multichannel from Chandrasekhar recursions

In this paper, we propose a fast Chandrasekhar-type algorithm to solve the least mean-squared error linear filtering problem of a wide-sense stationary signal, transmitted through different channels, considering uncertainty in the observations. We assume that the state-space model of the signal is not available and the algorithm is derived by using covariance information. The computational advantages of the proposed algorithm are illustrated in a numerical example.

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3rd International Symposium on Image and Signal Processing and Analysis, 2003. ISPA 2003. Proceedings of the

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