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- W3007320816 abstract "As an extension of the linear robust recursive least-squares Wiener fixed-point smoother and filter,this paper originally designs the robust extended recursive Wiener fixed-point smoother and filter forestimating the signal in discrete-time wide-sense stationary stochastic systems. It is a characteristic in this paperthat the signal is modulated with the nonlinear mechanism. As a step to the estimation problem for theobservation mechanism with the nonlinear modulation, the robust signal estimators are proposed for theobservation equation with the linear amplitude modulation of the signal. The observation noise is additionalwhite noise. The system matrix in the state equation contains uncertain parameters. The robust extendedrecursive Wiener estimators are derived from the Wiener-Hopf equation. In the simulation example, it is shownthat the proposed robust extended recursive Wiener fixed-point smoother and filter are superior in estimationaccuracy to the extended recursive Wiener estimators" @default.
- W3007320816 created "2020-03-06" @default.
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- W3007320816 date "2019-01-01" @default.
- W3007320816 modified "2023-09-23" @default.
- W3007320816 title "Robust Extended Recursive Wiener Fixed-Point Smoother and Filter in Discrete-Time Stochastic Systems" @default.
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