NMV optimal estimation for nonlinear discrete-time multi-channel systems

NMV optimal estimation for nonlinear discrete-time multi-channel systems
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非线性离散时间多通道系统的NMV最优估计

DOI:
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发表时间:
2007
期刊:
IEEE Conference on Decision and Control
影响因子:
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通讯作者:
M. Grimble
M. Grimble
中科院分区:
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文献类型:
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作者:
M. Grimble

文献摘要

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本文提出了一种非线性算子估计方法。它涉及对进入通信信道的信号的推理估计,该信道涉及非线性和传输延迟。假设测量值被与待估计信号相关的有色噪声信号破坏。系统模型还包括涉及硬或动态非线性的通信信道。信号和噪声通道以非常一般的非线性算子形式表示。该算法是相对简单的推导和实现。最优非线性估计器是根据描述系统的非线性算子推导出来的。结果是对偶的非线性广义最小方差控制问题,已非常成功地提供了一个实用的简单算法的非线性过程。
A nonlinear operator approach to estimation in discrete-time multivariable systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model also includes a communications channel involving hard or dynamic nonlinearities. The signal and noise channels are represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement. The optimal nonlinear estimator is derived in terms of the nonlinear operators that describe the system. The results are the dual of the nonlinear generalized minimum variance control problem that has been very successful in providing a practical simple algorithm for nonlinear processes.