Estimation of multilevel digital signals in the presence of arbitrary impulsive interference

Jun Shen, Chrysostomos L. Nikias · IEEE Transactions on Signal Processing · 1995

We first study the a posteriori probability density function of the state of a discrete-time system given the measurement data. By applying the Bayesian law to the state and measurement equations of the stochastic system, the a posteriori density is obtained in closed-form and computed recursively for arbitrary i.i.d. state noise and any discrete-type measurement noise (or multilevel digital signal). Then, our effort concentrates on the estimation of impulsive noise which interferes the multilevel signal of interest. By considering the L/sup p/-metric performance criterion, where 0>

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