In this paper, we propose a fast Chandrasekhar-type algorithm to solve the least mean-squared error linear filtering problem of a wide-sense stationary signal, transmitted through different channels, considering uncertainty in the observations. We assume that the state-space model of the signal is not available and the algorithm is derived by using covariance information. The computational advantages of the proposed algorithm are illustrated in a numerical example.


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    Titel :

    On the estimation of signals transmitted in multichannel from Chandrasekhar recursions


    Beteiligte:


    Erscheinungsdatum :

    01.01.2003


    Format / Umfang :

    210843 byte





    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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