Research Letters in Signal Processing
Volume 2009, Article ID 186250, 2 pages
http://dx.doi.org/10.1155/2009/186250
Improved Parameter Estimation for First-Order Markov Process
1Department of Electronics and Communication Engineering, CITM, Faridabad 121002, India
2Department of Electronics and Communication Engineering, Thapar University, Patiala 147004, Punjab, India
Received 18 June 2009; Accepted 20 July 2009
Academic Editor: A. G. Constantinides
Copyright © 2009 Deepak Batra et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
This correspondence presents a linear transformation, which is used to estimate correlation coefficient of first-order Markov process. It outperforms zero-forcing (ZF), minimum mean-squared error (MMSE), and whitened least-squares (WTLSs) estimators by controlling output noise variance at the cost of increased computational complexity.