NDLI: Multiple model adaptive estimation for space-time point process observations

Content Provider	IEEE Xplore Digital Library
Author	Meer, D.E. Maybeck, P.S.
Copyright Year	1984
Description	Author affiliation: San Pedro, CA (Meer, D.E.) \|\| Wright-Patterson AFB, OH (Maybeck, P.S.)
Abstract	This research addresses the problem of estimating a vector-valued stochastic process x from observations of a space-time point process which is dependent on x. The observations are corrupted by statistically independent, additive point process noise. A multiple model adaptive estimator is developed in which the separate models are hypothesis sequences. The hypotneses define which observed events were due to the signal process and which were due to the noise process. The estimator provides the minimum mean squared error estimate of the underlying process. The problem is modeled on a cross product of probability spaces, and regularity conditions are defined which allow calculation of the weiqhtinq factors for the multiple model estimator. This modeling concept allows feedback from the observed events to the model, thus providing a means for control of the process. The multiple model adaptive estimator and the cross product modeling concepts are valid for a general point process signal in point process noise as long as the regularity conditions are met. The number of elemental filters in the estimator doubles as each new point process event is observed. Monte Carlo simulations of the suboptimal estimator demonstrate that it is extremely successful at rejecting point process noise events in the measurement history.
Starting Page	811
Ending Page	818
File Size	682873
Page Count	8
File Format	PDF
DOI	10.1109/CDC.1984.272121
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1984-12-12
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Adaptive estimation Additive noise Signal processing Stochastic processes Probability Feedback Process control Filters Noise measurement History
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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