RLS Wiener Fixed-Point Smoother and Filter with Randomly Delayed or Uncertain Observations in Linear Discrete-Time Stochastic Descriptor Systems
Journal Title: Computer Reviews Journal - Year 2018, Vol 1, Issue 2
Abstract
The purpose of this paper is to design the recursive least-squares (RLS) Wiener fixed-point smoother and filter in linear discrete-time descriptor systems. The signal process is observed with additional observation noise. The observed value is randomly delayed by multiple sampling intervals or has the possibility of uncertainty that the observed value does not include the signal and contains the observation noise only. It is assumed that the probability of the observation delay and the probability that the observation does not contain the signal are known. The delayed or uncertain measurements are characterized by the Bernoulli random variables. The characteristic of this paper is that the RLS Wiener estimators are proposed from the randomly delayed, by multiple sampling intervals, or uncertain observations particularly for the descriptor systems in linear discrete-time stochastic systems.
Authors and Affiliations
Seiichi Nakamori
Keywords
Related Articles
- EP ID EP477592
- DOI -
- Views 145
- Downloads 0
A Theoretical Overview of Mobile Networks Environment in Ecuador Prior To 5G
Many countries in the Latin American region experience the technology gap when new technologies are either developing or in testing scenarios. Telecommunications services provider must be encouraged, allowing universal a...
ARMED for the Mobile Processing War
This article offers an explanation for why the ARM computer architecture won the hearts and minds of the mobile device manufacturers when incumbents like Intel and AMD had such a huge head start and such a large economic...
A Survey on Energy and Lifetime in Wireless Sensor Networks
Over the past several years, wireless sensor network has attracted many researchers as well as general users; because of its various applications such as commercial and military applications. The sensor nodes are basic...
Robust RLS Wiener Fixed-Lag Smoother for Discrete-Time Stochastic Systems with Uncertain Parameters
This paper, by combining the robust recursive least-squares (RLS) Wiener filter and the RLS Wiener fixed-lag smoothing algorithm, proposes the robust RLS Wiener fixed-lag smoothing algorithm. In the robust estimation pro...
Close-up Macro and Micro Photogrammetry and Image Perspective: A Comparative Studio on different Lenses at work with Small and Medium Size Object
The digital photogrammetry has renewed the approach to measurement for archaeologists, architects and many researchers, students, professionals in Cultural Heritage. Thus, most of the troubles coming from the more and mo...