Paper Info
Title
Simulation, MMSE estimation, and interpolation of sampled continuous-time signals using factor graphs
Abstract
The paper proposes a factor graph representation of finite-dimensional continuous-time linear systems /filters driven by white Gaussian noise. Applications of such factor graphs include (i) simulation of the output signal at arbitrary discrete instants and (ii) MAP /MMSE /LMMSE estimation of the input signal, or of the state, or of the output signal at arbitrary discrete instants from noisy observations of the output signal at arbitrary discrete instants. Moreover, it is suggested that the MMSE estimate of the input signal from the output signal may be viewed as a generalization of a bandlimited estimate that is suited for real filters.
Year
DOI
Venue
2010
10.1109/ITA.2010.5454111
Information Theory and Applications Workshop
Keywords
Field
DocType
Gaussian noise,continuous time systems,interpolation,least mean squares methods,linear systems,signal processing,white noise,MMSE estimation,arbitrary discrete instants,factor graph representation,finite dimensional continuous time linear systems,input signal,interpolation,output signal,sampled continuous time signals,white Gaussian noise
Factor graph,Signal processing,Mathematical optimization,Noise measurement,Linear system,Computer science,Interpolation,White noise,Gaussian noise,Signal transfer function
Conference
ISBN
Citations 
PageRank 
978-1-4244-7014-3
5
0.83
References 
Authors
0
3
Name
Order
Citations
PageRank
Lukas Bolliger161.23
Loeliger, H.-A.210723.34
Christian Vogel336128.88