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Design of RLS Wiener Smoother and Filter for Colored Observation Noise in Linear Discrete-Time Stochastic Systems
| Content Provider | Semantic Scholar |
|---|---|
| Author | Nakamori, Seiichi |
| Copyright Year | 2013 |
| Abstract | Almost estimators are designed for the white observation noise. In the estimation problems, rather than the white observation noise, there might be actual cases where the observation noise is modeled by the colored noise process. This paper examines to design a new estimation technique of recursive least-squares (RLS) Wiener fixed-point smoother and filter for colored observation noise in linear discrete-time wide-sense stationary stochastic systems. The observation y k is given as the sum of the signal z k Hx k and the colored observation noise . The RLS Wiener |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://file.scirp.org/pdf/JSIP20120300004_81074185.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Colors of noise Fixed-Point Number Image noise Least-Squares Analysis Recursion Recursive least squares filter Restless Legs Syndrome Stationary process Stochastic process Wiener filter |
| Content Type | Text |
| Resource Type | Article |
