Studies of the Noise Power Gain as a Measure of Errors for Discrete-Time Transversal Estimators
نویسندگان
چکیده
Abstract: We investigate the noise power gain (NPG) as a measure of error for transversal estimators. The error upper bound (EUB) and lower one (ELB) are specified via NPG for the most general p-shift linear time-variant transversal estimator intended for filtering (p = 0), prediction (p > 0), and smoothing (p < 0) of discrete-time K-state space signal models with M states measured. A fast iterative algorithm for NPG of the unbiased FIR estimator is provided along. Examples of applications are considered employing the two-state polynomial space model.
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