Estimation of multilevel digital signals in the presence of arbitrary impulsive interference

We first study the a posteriori probability density function of the state of a discrete-time system given the measurement data. By applying the Bayesian law to the state and measurement equations of the stochastic system, the a posteriori density is obtained in closed-form and computed recursively for arbitrary i.i.d. state noise and any discrete-type measurement noise (or multilevel digital signal). Then, our effort concentrates on the estimation of impulsive noise which interferes the multilevel signal of interest. By considering the L/sup p/-metric performance criterion, where 0 >