Recursibility and optimal linear estimation and filtering

2004 ◽  
Author(s):  
X. Rong Li
Keyword(s):  
Linear Estimation ◽  
Optimal Linear ◽  
Estimation And Filtering

scholarly journals Estimation and filtering of fractional generalised random fields

2000 ◽  
Vol 69 (3) ◽  
pp. 336-361 ◽  
Author(s):  
J. M. Angulo ◽  
M. D. Ruiz-Medina ◽  
V. V. Anh
Keyword(s):  
Brownian Motion ◽  
Random Field ◽  
Least Squares ◽  
Random Fields ◽  
General Class ◽  
Duality Theory ◽  
Weak Sense ◽  
Linear Estimation ◽  
Special Cases ◽  
Estimation And Filtering

AbstractThis paper considers the estimation and filtering of fractional random fields, of which fractional Brownian motion and fractional Riesz-Bessel motion are important special cases. A least-squares solution to the problem is derived by using the duality theory and covariance factorisation of fractional generalised random fields. The minimum fractional duality order of the information random field leads to the most general class of solutions corresponding to the largest function space where the output random field can be approximated. The second-order properties that define the class of random fields for which the least-squares linear estimation problem is solved in a weak-sense are also investigated in terms of the covariance spectrum of the information random field.

Optimal linear estimation fusion. I. Unified fusion rules

2003 ◽  
Vol 49 (9) ◽  
pp. 2192-2208 ◽  
Author(s):  
X.R. Li ◽  
Yunmin Zhu ◽  
Jie Wang ◽  
Chongzhao Han
Keyword(s):  
Linear Estimation ◽  
Fusion Rules ◽  
Optimal Linear ◽  
Estimation Fusion

Optimal linear estimation with square-based sampling

2015 ◽  
Vol 298 ◽  
pp. 225-236 ◽  
Author(s):  
Haomiao Zhou ◽  
Zhihong Deng ◽  
Yuanqing Xia ◽  
Mengyin Fu
Keyword(s):  
Linear Estimation ◽  
Optimal Linear
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