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
2003-01-01
210843 byte
Conference paper
Electronic Resource
English
On the Estimation of Signals Transmitted in Multichannel from Chandrasekhar Recursions
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