Conservative Linear Unbiased Estimation Under Partially Known Covariances
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DOI: 10.1109/tsp.2022.3179841
Abstract: Mean square error optimal estimation requires the full correlation structure to be available. Unfortunately, it is not always possible to maintain full knowledge about the correlations. One example is decentralized data fusion where the cross-correlations… read more here.
Keywords: estimation; unbiased estimator; conservative linear; linear unbiased ... See more keywords