RLS Wiener Fixed-Point Smoother and Filter with Randomly Delayed or Uncertain Observations in Linear Discrete-Time Stochastic Descriptor Systems
Journal Title: Computer Reviews Journal - Year 2018, Vol 1, Issue 2
Abstract
The purpose of this paper is to design the recursive least-squares (RLS) Wiener fixed-point smoother and filter in linear discrete-time descriptor systems. The signal process is observed with additional observation noise. The observed value is randomly delayed by multiple sampling intervals or has the possibility of uncertainty that the observed value does not include the signal and contains the observation noise only. It is assumed that the probability of the observation delay and the probability that the observation does not contain the signal are known. The delayed or uncertain measurements are characterized by the Bernoulli random variables. The characteristic of this paper is that the RLS Wiener estimators are proposed from the randomly delayed, by multiple sampling intervals, or uncertain observations particularly for the descriptor systems in linear discrete-time stochastic systems.
Authors and Affiliations
Seiichi Nakamori
Keywords
Related Articles
- EP ID EP477592
- DOI -
- Views 164
- Downloads 0
Framework to Evaluate Emerging Systems Designed to Health Field
In recent years, several information and communication technology systems have emerged as tools to improve sleep quality. Research reveals that poor sleep quality may produce irritability and deficits in performance, con...
A Study of The Application Of Simulation Software for Business Processes
This paper reports on the experiences of using two popular business process simulation (BPS) software packages. BPS is a technique, which assists companies in mimicking their everyday operations to find ways in which to...
Possibility to Realize an Accelerated Turing Machine
On the basis of a theorem, in which an evanescent photon is a superluminal particle, the author considers the possibility of realizing a high performance computer system compared with conventional silicon processors. To...
Detection of Offensive Tweets: A Comparative Study
With the growing popularity, Twitter has become a major platform for posting views via tweets. Tweets contain useful, relevant and offensive content as well. More than a decade of research has resulted in numerous techni...
An Ensemble Model of Machine Learning Algorithms for the Severity of Sickle Cell Disease (Scd) Among Paediatrics Patients
This study was motivated at developing an ensemble of 3 supervised machine learning algorithms for the assessment of the severity of sickle cell disease (SCD) among paediatric patients. The study collected data from a te...