Obtaining the best linear unbiased estimator (BLUE) of noisy signals is a traditional but powerful approach to noise reduction. Explicitly computing the BLUE usually requires the ...
This paper addresses the problem of simultaneously estimating the state and the input of a linear discrete-time system. A recursive filter, optimal in the minimum-variance unbias...
This paper extends previous work on joint input and state estimation to systems with direct feedthrough of the unknown input to the output. Using linear minimum-variance unbiased ...
In this paper we extend a form of kernel ridge regression for data characterised by a heteroscedastic noise process (introduced in Foxall et al. [1]) in order to provide approxima...
Gavin C. Cawley, Nicola L. C. Talbot, Robert J. Fo...