Joint filtering of signal parameters having continuous and discrete states
G. L. Dedkov, V. M. Terent’ev
In works which consider the synthesis of algorithms for joint estimation of discrete and continuous signal- parameter states, decisions with regard to the discrete parameters are frequently adopted via threshold comparison of likelihood ratios conditioned by estimates of the continuous parameters. As a result, due to difficulties in obtaining separate estimates of the filtering performance for discrete and continuous parameters, the analysis and synthesis of complex radio-engineering aggregates is complicated and the possibility of unifying the implementation base of the mentioned algorithms is reduced. It is possible to overcome the indicated shortcomings while using a single device for representing and estimating discrete and continuous parameter states. The basis for this can be found in [1–3] where a description is given of discrete and continuous parameters using unified models in the form of stochastic difference (differential) equations.