Joint filtering of signal parameters having continuous and discrete states
DOI:
https://doi.org/10.3103/S073527271990070159Abstract
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.References
SHIRYAEV, A.I. Stochastic nonlinear-filtering equations for step-wise Markovian processes. Problemy Peredachi Informatsii, vol. 11, no. 3, pp. 3-17, 1986.
SEGALL, A. Stochastic processes in estimation theory. IEEE Trans. Inf. Theory, vol. 22, no. 3, pp. 275-286, 1976. DOI: https://doi.org/10.1109/TIT.1976.1055559.
TIKHONOV, V.I. Nonlinear Transformations of Random Processes [in Russian].Moscow: Radio i Svyaz, 1986.
ROZANOV, Y.A. Theory of Renewing Processes [in Russian]. Moscow: Nauka, 1974.
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1990-07-15
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Brief Communications