Signal Estimation from Observations Affected by Random Delays and White plus Coloured Noises

The least-squares linear estimation problem of discrete-time signals using measurements perturbed by additive white plus coloured noises is solved. It is supposed that the measurements are arrived in time or delayed by one sampling time and the delay is modelled by a sequence of independent Bernoulli random variables whose values, one or zero, indicate if there exists or not delay. The estimation algorithms only use the covariance information about the signal and the observation noises and the delay probabilities. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)