Title :
On the optimality of symbol by symbol filtering and denoising
Author :
Ordentlich, Erik ; Weissman, Tsachy
Author_Institution :
Hewlett-Packard Lab., Palo Alto, CA, USA
fDate :
27 June-2 July 2004
Abstract :
This paper describes the optimality of symbol by symbol filtering and denoising and considers the problem of optimally recovering a discrete-time valued stochastic process from a noisy observation process. For binary Markov input process singlet filtering and denoising are optimal. Finally, for the case of memoryless channel, large deviations performance of singlet filtering is obtained.
Keywords :
filtering theory; memoryless systems; optimisation; signal denoising; stochastic processes; discrete-time valued stochastic process; memoryless channel; noisy observation process; optimality; signal denoising; single filtering; symbol by symbol filtering; Filtering; Filters; Laboratories; Markov processes; Memoryless systems; Milling machines; Noise reduction; Probability density function; Probability distribution; Stochastic processes;
Conference_Titel :
Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on
Print_ISBN :
0-7803-8280-3
DOI :
10.1109/ISIT.2004.1365235