Estimation of arbitrary impulsive interference in the complex state space systems
Jun Shen, Chrysostomos L. Nikias · 2002
By applying the Bayesian law to the complex state (impulsive interference) and measurement (data) equations of the stochastic system, the a posteriori density of the state is obtained in closed-form for the given data and computed recursively for arbitrary i.i.d. state noise and any discrete-type measurement noise (multi-level complex signal). Using the L/sup 2/-norm performance criterion, the corresponding interference estimator is obtained. As an example, a highly impulsive state process driven by noise with symmetric /spl alpha/-stable distribution (0