Estimation for discrete-time systems with multiple packet dropouts using covariance information

The problem is considered of estimating a signal based on measurements with multiple packet dropouts when the probability of data arrival at a processing unit is known. Assuming that the equation which describes the signal is unknown, we derive recursive algorithms for the prediction, filtering and...

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Bibliographic Details
Published in:Mathematical and computer modelling 2011-11, Vol.54 (9), p.2277-2286
Main Authors: García-Ligero, M.J., Hermoso-Carazo, A., Linares-Pérez, J.
Format: Article
Language:English
Subjects:
Covariance information
Exact sciences and technology
Least squares
Mathematical analysis
Mathematics
Methods of scientific computing (including symbolic computation, algebraic computation)
Numerical analysis. Scientific computation
Packet dropouts
Sciences and techniques of general use
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Summary:The problem is considered of estimating a signal based on measurements with multiple packet dropouts when the probability of data arrival at a processing unit is known. Assuming that the equation which describes the signal is unknown, we derive recursive algorithms for the prediction, filtering and smoothing problems using the information provided by the covariance functions of the processes involved in the measurement equation.
ISSN:0895-7177
1872-9479
DOI:10.1016/j.mcm.2011.05.036