Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty

A minimum mean square error channel estimator for OFDM

A minimum mean square error channel estimator for OFDM

Mean square stability for Kalman filtering with Markovian packet losses

This paper studies the stability of Kalman filtering over a network subject to random packet losses, which aremodeled by a time-homogeneous ergodicMarkov process. For second-order systems, necessary and sufficient conditions for stability of the mean estimation error covariance matrices are derived by taking into account the system structure. While for certain classes of higher-order systems, n...

Leakage Estimation in DFT-based Channel Estimator for OFDM by using Minimum Mean Square Estimator

For high data rate communication with the required Quality of Service (QoS) in 3G and 4G systems, Orthogonal Frequency Division Multiplexing (OFDM) is proposed. We present a novel discrete Fourier transform (DFT)-based channel estimator for orthogonal frequency-division multiplexing (OFDM) systems. The conventional DFT-based estimator zeroes out noise-dominant values in the transform domain, wh...

Infinite-Dimensional Filtering: The Kalman-Bucy Filter in Hilbert Space

We examine the question of determining the "best" linear filter, in an expected squared error sense, for a signal generated by stochastic linear differential equation on a Hilbert space. Our results, which extend the development in Kalman and Bucy (1960), rely heavily on the integration theory for Banach-space-valued functions of Dunford and Schwartz (1958). In order to derive the Kalman-Bucy f...