NMV estimation for state-dependent discrete-time systems

M.J. Grimble, EPSRC and EDF Energy, Barnwood, Gloucester (Funder)

Research output: Contribution to conferencePaper


A state-dependent model and nonlinear operator based approach to estimation is introduced for discrete-time multi-channel systems including transport delay elements. The problem involves a signal entering a communications channel with nonlinearities. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The communications channel may include either static or dynamic nonlinearities represented by a general nonlinear operator and/or a state-dependent model form. The theoretical solution does not involve empirical assumptions or linearization approximations. The resulting algorithm is simple to derive and to implement.
Original languageEnglish
Publication statusUnpublished - 20 Sep 2010
EventACC2011 - San Francisco, California, USA
Duration: 1 Jan 1900 → …


CitySan Francisco, California, USA
Period1/01/00 → …


  • NMV estimation
  • discrete time systems

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