Abstract:
The problem of matching noise samples of random processes is studied in the context of nonlinear filtering theory. The relation between the optimal matching algorithm and...Show MoreMetadata
Abstract:
The problem of matching noise samples of random processes is studied in the context of nonlinear filtering theory. The relation between the optimal matching algorithm and the similar algorithm derived in the case when one of the samples is exactly known is discussed. The Cramer-Rao inequality is used to analyze the matching accuracy. The reasons of matching accuracy degradation in comparison with the matching problem when one of the samples is known are investigated.
Published in: 2001 European Control Conference (ECC)
Date of Conference: 04-07 September 2001
Date Added to IEEE Xplore: 27 April 2015
Print ISBN:978-3-9524173-6-2
Keywords assist with retrieval of results and provide a means to discovering other relevant content. Learn more.
- IEEE Keywords
- Index Terms
- Matching Accuracy ,
- Matching Problem ,
- Filter Theory ,
- Estimation Error ,
- Expected Value ,
- Covariance Matrix ,
- Time Delay ,
- Reference Sample ,
- Correlation Function ,
- Measurement Noise ,
- Dependent Measures ,
- Normalization Factor ,
- Reference Signal ,
- Total Error ,
- Navigation System ,
- Algorithm For Problem ,
- Global Navigation Satellite System ,
- Optimal Estimation ,
- Navigation Satellite ,
- Problematic Features ,
- Conditional Density ,
- Stationary Process ,
- Time Delay Estimation
- Author Keywords
Contents Keywords assist with retrieval of results and provide a means to discovering other relevant content. Learn more.
- IEEE Keywords
- Index Terms
- Matching Accuracy ,
- Matching Problem ,
- Filter Theory ,
- Estimation Error ,
- Expected Value ,
- Covariance Matrix ,
- Time Delay ,
- Reference Sample ,
- Correlation Function ,
- Measurement Noise ,
- Dependent Measures ,
- Normalization Factor ,
- Reference Signal ,
- Total Error ,
- Navigation System ,
- Algorithm For Problem ,
- Global Navigation Satellite System ,
- Optimal Estimation ,
- Navigation Satellite ,
- Problematic Features ,
- Conditional Density ,
- Stationary Process ,
- Time Delay Estimation
- Author Keywords
