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“General - Metric Estimator of Arbitrary Complex Impulsive Interference of Linear Systems”
by Jun Shen and Chrysostomos L. Nikias
November 1994
A general L(p,q)-metric, p,q > 0, on the probability space is defined and the corresponding optimality criterion derived. This criterion is adopted to the estimation problem of complex impulsive interference in linear systems presented by state-space equations. The closed-form a posteriori density of the state (interference) is computed recursively for both arbitrary i.i.d. state noise and any discrete-type measurement noise (multi-level complex signal), and the optimal L(p,q)-metric interference estimators based on different values of p and q are developed.As a test, the proposed algorithms are effectively applied to estimate highly impulsive state processes driven by noise with symmetric _-stable distribution.