Sciweavers

ICASSP
2011
IEEE

Noise power gain as a measure of errors in discrete-time transversal estimators

13 years 3 months ago
Noise power gain as a measure of errors in discrete-time transversal estimators
The noise power gain (NPG) is addressed and the error bound (EB) is specified via NPG for a general p-shift linear timevariant finite impulse response (FIR) transversal estimator intended for filtering (p = 0), prediction (p > 0), and smoothing (p < 0) of discrete-time K-state space signal models with M states measured. A fast iterative algorithm for NPG of the unbiased FIR estimator is provided along. An example is given for the two-state space model.
Yuriy S. Shmaliy, Oscar Gerardo Ibarra-Manzano
Added 20 Aug 2011
Updated 20 Aug 2011
Type Journal
Year 2011
Where ICASSP
Authors Yuriy S. Shmaliy, Oscar Gerardo Ibarra-Manzano
Comments (0)