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Linear and nonlinear smoothing algorithms for widely factorizable signals

机译：线性和非线性平滑算法，可广泛分解信号

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摘要

The fixed-point smoothing estimation problem is analyzed for a class of improper complex-valued signals, called widely factorizable, characterized because the correlation of the augmented vector formed by the signal and its conjugate is a factorizable kernel. For this type of signal, widely linear processing is the most suitable approach considering the complete information of the augmented correlation function. Then, from only the knowledge of the second order properties of the augmented vectors involved, linear and nonlinear smoothing algorithms are provided without the necessity of postulating a state-space model. Moreover, in the linear case, recursive formulas for computing the fixed-point smoothing estimation error are proposed.
机译：针对一类不正确的复数值信号定点平滑估计问题进行了分析，这种信号被称为广泛可分解的，其特征在于，由信号形成的增强矢量及其共轭的相关性是可分解的核。对于此类信号，考虑到增强相关函数的完整信息，广泛的线性处理是最合适的方法。然后，仅根据所涉及的增强矢量的二阶性质的知识，就可以提供线性和非线性平滑算法，而不必假定状态空间模型。此外，在线性情况下，提出了用于计算定点平滑估计误差的递归公式。

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  • 来源
    《Signal processing》 |2013年第4期|897-903|共7页
  • 作者

    Rosa Maria Fernandez-Alcala; Jesus Navarro-Moreno; Juan Carlos Ruiz-Molina; Juan Antonio Espinosa-Pulido;

  • 作者单位

    University of Jaen, Department of Statistics and Operations Research, Campus Las Lagunillas, 23071 Jaen, Spain ,IES Llano de la Vina de Villargordo, C/ Ramiro Aguilera s, 23630 Villargordo, Jaen, Spain;

    University of Jaen, Department of Statistics and Operations Research, Campus Las Lagunillas, 23071 Jaen, Spain ,IES Llano de la Vina de Villargordo, C/ Ramiro Aguilera s, 23630 Villargordo, Jaen, Spain;

    University of Jaen, Department of Statistics and Operations Research, Campus Las Lagunillas, 23071 Jaen, Spain ,IES Llano de la Vina de Villargordo, C/ Ramiro Aguilera s, 23630 Villargordo, Jaen, Spain;

    University of Jaen, Department of Statistics and Operations Research, Campus Las Lagunillas, 23071 Jaen, Spain ,IES Llano de la Vina de Villargordo, C/ Ramiro Aguilera s, 23630 Villargordo, Jaen, Spain;

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  • 正文语种 eng
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  • 关键词

    fixed-point smoothing estimation; problems; widely factorizable signals; widely linear processing;

    机译：定点平滑估计;问题;可广泛分解的信号;广泛的线性处理;

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