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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    Title :

    On the estimation of signals transmitted in multichannel from Chandrasekhar recursions


    Contributors:


    Publication date :

    2003-01-01


    Size :

    210843 byte





    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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