کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
565189 875684 2006 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Generalized Millman's formula and its application for estimation problems
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Generalized Millman's formula and its application for estimation problems
چکیده انگلیسی

We derive an optimal combination of arbitrary number correlated estimates. In particular, for two estimates this combination represents the well-known Millman and Bar-Shalom–Campo formulae for uncorrelated and correlated estimation errors, respectively. This new result is applied to the various estimation problems as least-squares estimation, Kalman filtering, and adaptive filtering. The new approximate reduced-order estimators with parallel structure are presented. A practical implementation issue to consider these estimators is also addressed. Examples demonstrate the accuracy and efficiency of application of the generalized Millman's formula.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 86, Issue 2, February 2006, Pages 257–266
نویسندگان
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