For a multi-sensor tracking system, the effects of temporally staggered sensors are investigated and compared with synchronous sensors. To make fair comparisons, a new metric, the average estimation error variance, is defined. Many analytical results are derived for sensors with equal measurement noise variance. Temporally staggered sensors always result in a smaller average error variance than...

The problem of frequency estimation of a single sinusoid observed in colored noise is addressed. Our estimator is based on the operation of the sinusoidal digital phase-locked loop (SDPLL) which carries the frequency information in its phase error after the noisy sinusoid has been acquired by the SDPLL. We show by computer simulations that this frequency estimator beats the Cramer-Rao bound (CR...

This paper deals with the robust filtering problem for uncertain bilinear stochastic discrete-time systems with estimation error variance constraints. The uncertainties are allowed to be norm-bounded and enter into both the state and measurement matrices. We focus on the design of linear filters, such that for all admissible parameter uncertainties, the error state of the bilinear stochastic sy...