Abstract
SummaryThis paper considers the problem of convergence for the optimal linear filter with time‐correlated fading channel and channel noise (TCFCCN) proposed in Liu et al. A novel time‐varying random vector is defined where the vector includes the state error, the innovation, the fading state error and a small portion of the new measurement's noise. Based on studying the convergence of the time‐varying matrix obtained from the defined random vector, the optimal linear filter's convergence conditions are established. It is pointed out that, under proper conditions, the optimal linear filter is convergent and a set's each element converges to a unique fixed point. Two numerical examples are given to demonstrate the obtained theoretical results's effectiveness.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: International Journal of Adaptive Control and Signal Processing
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
