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Conference papers
A general class of recursive minimum variance distortionless response estimators
Abstract : In deterministic parameters estimation, it is common place to design a minimum variance distortionless response estimator (MVDRE) instead of a maximum likelihood estimator to tackle the problem of identifying the components of observations formed from a linear superposition of individual signals to noisy data. When several observations are available and the individual signals are allowed to perform a random walk between observations, one obtains the general class of linear discrete state-space models. This paper introduces a novel recursive formulation of the MVDREs of individual signals compatible with recursive estimation.
Keywords :
Maximum likelihood estimation
https://hal-lirmm.ccsd.cnrs.fr/lirmm-03123911
Contributor : Isabelle Gouat <>
Submitted on : Thursday, January 28, 2021 - 11:41:41 AM
Last modification on : Thursday, February 25, 2021 - 3:18:18 AM
Contributor : Isabelle Gouat <>
Submitted on : Thursday, January 28, 2021 - 11:41:41 AM
Last modification on : Thursday, February 25, 2021 - 3:18:18 AM