Optimal complex digital processing of signals in the presence of partially colored observation noise
Abstract
An approach based on the theory of conditional Markov processes is used to investigate the RMSE-optimal estimation of the nonobservable components of a vector Markov sequence for a sufficiently general model of the state and observation vectors. Optimal and quasi-optimal algorithms of complex digital processing are presented in the case when part of the observations is carried out on a background of colored noise approximated by samples of a diffusion process.
- Publication:
-
Radiotekhnika i Elektronika
- Pub Date:
- May 1985
- Bibcode:
- 1985RaEl...30..973M
- Keywords:
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- Digital Filters;
- Discrete Functions;
- Markov Processes;
- Signal Processing;
- Signal To Noise Ratios;
- Algorithms;
- Optimization;
- Radio Electronics;
- Communications and Radar