Algorithm for optimal estimation of appearance times of pulsed signals in discrete time

Using the methods of optimal nonlinear Markov filtering, we obtain an algorithm for optimal mean-square estimation of appearance times of random pulsed variations in signal parameters against the background of white Gaussian noise in discrete time. Linear difference equations are used to describe signals, noise, and the observed processes. Equations of the algorithm permitting real-time calculations of the a posteriori variances and optimal estimations of pulse-appearance times are obtained in the approximation of Gaussian conditional probability densities. We present simulation results for algorithm operation in the particular problem of estimating the appearance times of two pulsed signals having the known shapes and observed against noise background. © 2002 Plenum Publishing Corporation.