کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4628589 | 1631829 | 2013 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems](/preview/png/4628589.png)
چکیده انگلیسی
This paper designs a new recursive least-squares (RLS) Wiener fixed-point smoother and filter from randomly delayed observed values by multiple sampling times in linear discrete-time stochastic systems. The actual observed value is generated in terms of the observed values y¯(k-(j-1)) with the probability pj(k),1⩽j⩽N. It is assumed that the delay measurements are characterized by Bernoulli random variables. y¯(k) is given as a sum of the signal and the white observation noise. The RLS Wiener estimators use the following information: (a) the system matrix; (b) the observation matrix; (c) the variance of the state vector; (d) the delay probabilities pj(k) and (e) the variance of white observation noise.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 225, 1 December 2013, Pages 184-194
Journal: Applied Mathematics and Computation - Volume 225, 1 December 2013, Pages 184-194
نویسندگان
Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez,