This paper considers optimum (MMSE) linear recursive estimation of stochastic signals in the presence of multiplicative noise in addition to measurement noise. Often problems associated with phenomena such as fading or reflection of the transmitted signal at an ionospheric layer, and also situations involving sampling, gating, or amplitude modulation, can be cast into such formulation. The different kinds of estimation problems treated include one-stage prediction, filtering, and smoothing. Algorithms are presented for discrete time as well as for continuous time estimation.


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    Title :

    Optimum Linear Estimation of Stochastic Signals in the Presence of Multiplicative Noise


    Contributors:


    Publication date :

    1971-05-01


    Size :

    1443942 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English