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.
On the estimation of signals transmitted in multichannel from Chandrasekhar recursions
01.01.2003
210843 byte
Aufsatz (Konferenz)
Elektronische Ressource
Englisch
On the Estimation of Signals Transmitted in Multichannel from Chandrasekhar Recursions
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