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Type: Conference paper
Title: Optimal estimation of a random signal from partially missed data
Author: Torokhti, Anatoli
Howlett, Phil
Pearce, Charles Edward Miller
Citation: Proceedings of the 2006 European Signal Processing Conference [EUSIPCO 2006]. European Signal Processing Conference (2006 : Florence, Italy)
Issue Date: 2006
School/Discipline: School of Mathematical Sciences : Applied Mathematics
Statement of
Anatoli Torokhti, Phil Howlett and Charles Pearce
Abstract: We provide a new technique for random signal estimation under the constraints that the data is corrupted by random noise and moreover, some data may be missed. We utilize nonlinear filters defined by multi-linear operators of degree r, the choice of which allows a trade–off between the accuracy of the optimal filter and the complexity of the corresponding calculations. A rigorous error analysis is presented.
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Appears in Collections:Architecture publications

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