Nonlinear minimum variance estimation for discrete-time multi-channel systems

  • Authors:
  • Mike J. Grimble;Shamsher Ali Naz

  • Affiliations:
  • Industrial Control Centre, University of Strathclyde, Glasgow, U.K.;Industrial Control Centre, University of Strathclyde, Glasgow, U.K.

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2009

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Abstract

A nonlinear operator approach to estimation in discrete-time systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model may also include a communications channel involving either static or dynamic nonlinearities. The signal channel is represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement.