Title :
Formula for the steady-state gain of a recursive estimator
Author :
Efstratiadis, S.N. ; Katsaggelos, Aggelos K.
Author_Institution :
Technol. Inst., Northwestern Univ., Evanston, IL, USA
Abstract :
A formula for the direct computation of the steady-state gain of a recursive estimator is derived. The estimator is presented as a general 3-D recursive filter for noise smoothing of 3-D wide-sense Markov fields. The 1-D and 2-D estimators are special cases of the general filter presented. The filter with its steady-state gain computed from the derived formula is very useful because of its computational efficiency.
Keywords :
Markov processes; estimation theory; filtering and prediction theory; noise; picture processing; 2-D estimators; 3-D recursive filter; 3-D wide-sense Markov fields; computational efficiency; direct computation; image processing; noise smoothing; one-dimensional estimators; recursive estimator; steady-state gain;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19901076
