Design of H-infinity Extended Recursive Wienex Estimators in Discrete-Time Stochastic Systems

This paper designs (1) the H-infinity RLS Wiener fixed-point smoother and filter for the observation equation with the linear modulation and (2) the extended H-infinity recursive Wiener fixed-point smoother and filter in discrete-time wide-sense stationary stochastic systems. ln the extended estimatars, it is assumed that the signal is observed with the nonlinear modulation and with additional white observation noise. In the estimators, the system matrix Φ for the state vector x(k), the observation vector C for the state vector, the variance K(k,k) = K(0) of the state vector, the nonlinear observation function and the variance of the white observation noise are used. Φ, C and K(0) axr calculated from the auto covariance data of the signal. A simulation example, on the estimation of a speech signal in the phase demodulation problem, is demonstrated to show the estimation characteristics of the proposed extended H-infinity recursive Wiener estimatoxs