Joint filtering of signal parameters having continuous and discrete states

Abstract

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.