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This paper studies the linear filtering problem in the presence of multiple packet dropouts and time-correlated channel noise that obeys a linear system model with white noise. By applying the measurement differencing method, the time-correlated channel noise is removed and a new measurement model with white noise is established. Then based on the new model, a linear minimum variance (LMV) filter...
This paper is concerned with the optimal white noise estimation problem for linear discrete-time stochastic systems with multiple packet dropouts. Based on the optimal linear state predictor, the optimal linear white noise filters for the input white noise and measurement white noise are developed in the linear minimum variance sense via the innovation analysis approach. When there are packet dropouts,...
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