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Nonlinear Minimum Variance Estimation for Discrete-Time Multi-Channel Systems

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2 Author(s)
Grimble, M.J. ; Ind. Control Centre, Univ. of Strathclyde, Glasgow ; Naz, S.A.

A nonlinear operator approach to estimation in discrete-time systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model may also include a communications channel involving either static or dynamic nonlinearities. The signal channel is represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement.

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Signal Processing, IEEE Transactions on  (Volume:57 ,  Issue: 7 )