Optimal linear estimation with uncertain observations (Corresp.)
- 1 May 1976
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 22 (3) , 376-378
- https://doi.org/10.1109/tit.1976.1055540
Abstract
Nahi [2] considered the optimal linear estimation with uncertain observations. In his model, the binary random variables characterizing uncertainty of signals in the observation were statistically independent. This correspondence considers the same model but with the binary random variables correlated.Keywords
This publication has 3 references indexed in Scilit:
- Sequential state estimation with interrupted observationInformation and Control, 1972
- Optimal recursive estimation with uncertain observationIEEE Transactions on Information Theory, 1969
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960