Optimum time-limited filters for input signals of arbitrary shape

We have recently introduced [1] a method for synthesising the optimum time-limited weighting function (WF) in presence of noise of arbitrary power density. The method was suited for those cases of input signal which could be well approximated with a δ-like pulse. s paper we consider the case of waveforms of arbitrary shapes: again we find the time-limited optimum WF for any kind of noise spectral density and we allow the introduction of arbitrary constraints in the WF. The present extension is easily retrofitted in the original program, and can therefore be used in an automatic optimum WF synthesis program.