This paper is concerned with the Gaussian approximation (GA) smoothing estimation for the
nonlinear system with the colored measurement noise modeled as an autoregressive …

Superdirective beamforming has attracted a significant amount of research interest in
speech and audio applications, since it can maximize the directivity factor (DF) given an …

摘要利用最大似然判据, 本文提出了一种带有色量测噪声的非线性系统辨识方法. 首先,
利用量测差分方法将有色量测噪声白色化, 获得新的量测方程, 从而将带有色量测噪声的非线性 …

In this paper, we consider the problem of parameter estimation of autoregressive (AR)
signals from observations corrupted with colored AR (1) noise. The proposed method is …

In this letter we present discrete Fourier transform (DFT) domain minimum mean-squared
error (MMSE) estimators for multichannel noise reduction. The estimators are derived …

This paper is concerned with application of expectation maximization (EM) algorithm for
deriving an adaptive version of divided difference filter for joint state estimation and …

In this paper, a new Gaussian approximate (GA) filter for stochastic dynamic systems with
both one-step randomly delayed measurements and colored measurement noises is …

This paper is concerned with the Gaussian approximation (GA) filtering for a class of
nonlinear stochastic systems in the case that the colored measurement noise is modeled as …

A mean squared error lower bound for the discrete-time nonlinear filtering with colored
noises is derived based on the posterior version of the Cramér-Rao inequality. The colored …

A required assumption of a Kalman filter, the most-widely-used state estimator in avionic
systems, is the Gaussian and whiteness of process and measurement noise. If the …