Studies of the noise power gain as a measure of errors for discrete-time transversal estimators

Authors:
Oscar Ibarra-Manzano;Yuriy S. Shmaliy
Affiliations:
Guanajuato University, Department of Electronics, DICIS, Salamanca, Mexico;Guanajuato University, Department of Electronics, DICIS, Salamanca, Mexico
Venue:
NEHIPISIC'11 Proceeding of 10th WSEAS international conference on electronics, hardware, wireless and optical communications, and 10th WSEAS international conference on signal processing, robotics and automation, and 3rd WSEAS international conference on nanotechnology, and 2nd WSEAS international conference on Plasma-fusion-nuclear physics
Year:
2011

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Abstract

We investigate the noise power gain (NPG) as a measure of error for transversal estimators. The error upper bound (EUB) and lower one (ELB) are specified via NPG for the most general p-shift linear time-variant transversal estimator intended for filtering (p = 0), prediction (p 0), and smoothing (p K-state space signal models with M states measured. A fast iterative algorithm for NPG of the unbiased FIR estimator is provided along. Examples of applications are considered employing the two-state polynomial space model.