Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations

Author:

Nakamori S.,Caballero R.,Hermoso A.,Jiménez J.,Linares J.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Computer Vision and Pattern Recognition,Signal Processing,Software,Control and Systems Engineering

Reference16 articles.

1. A series solution to smoothing, filtering, and prediction problems involving correlated signal and noise;Gardner;IEEE Trans. Inform. Theory,1975

2. Performance of single- and multi-reference NLMS noise canceller based on correlation between signal and noise;Atse;IEICE Trans. Fundamentals E,1995

3. Robustness of the nonlinear filter: the correlated case;Bhatt;Stoch. Proc. Appl.,2002

4. Optimal recursive estimation with uncertain observation;Nahi;IEEE Trans. Inform. Theory,1969

5. Linear recursive state estimators under uncertain observations;Hadidi;IEEE Trans. Automat. Control,1979

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